+1,763.7%
CLS vs ALM
+396.4%
+1,367.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -22.2% | -6.7% | -15.5% | -21.5% |
| 30D | -44.4% | -32.9% | -11.5% | -41.8% |
| 3M | -34.3% | -39.5% | +5.2% | -30.8% |
| 6M | -50.1% | -62.0% | +11.9% | -45.5% |
| YTD | -30.1% | -7.8% | -22.3% | -28.0% |
| 1Y | -39.3% | +26.7% | -66.0% | -38.7% |
| 3Y | +732.7% | +825.4% | -92.6% | +645.7% |
| All | +1,763.7% | +396.4% | +1,367.3% | +1,659.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling