+2,009.0%
CLS vs ALM
+3,507.4%
-1,498.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -22.2% | -6.7% | -15.5% | -22.1% |
| 30D | -44.4% | -32.9% | -11.5% | -44.3% |
| 3M | -34.3% | -39.5% | +5.2% | -34.2% |
| 6M | -50.1% | -62.0% | +11.9% | -49.9% |
| YTD | -30.1% | -7.8% | -22.3% | -30.0% |
| 1Y | -39.3% | +26.7% | -66.0% | -39.3% |
| 3Y | +732.7% | +825.4% | -92.6% | +731.7% |
| 5Y | +1,777.2% | +401.2% | +1,376.0% | +1,775.1% |
| 10Y | +1,645.6% | +2,074.0% | -428.4% | +1,645.1% |
| All | +2,009.0% | +3,507.4% | -1,498.5% | +2,010.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling