+838.1%
CLS vs ALM
+909.2%
-71.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.7% | -13.1% | -6.4% |
| 7D | +16.3% | +1.2% | +15.1% | +15.9% |
| 30D | -25.7% | -19.3% | -6.3% | -23.6% |
| 3M | -30.9% | -40.6% | +9.8% | -26.4% |
| 6M | -35.5% | -57.9% | +22.4% | -29.3% |
| YTD | -18.7% | -6.7% | -12.0% | -15.2% |
| 1Y | -17.9% | +20.2% | -38.1% | -15.7% |
| 3Y | +838.1% | +879.4% | -41.4% | +843.3% |
| All | +838.1% | +909.2% | -71.1% | +843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling