+3,087.2%
CLS vs ALM
+7,705.7%
-4,618.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +4.6% | -2.6% | +7.2% | +4.6% |
| 30D | -13.9% | +32.0% | -45.9% | -14.0% |
| 3M | -26.6% | -15.0% | -11.5% | -26.6% |
| 6M | +15.4% | -10.1% | +25.5% | +15.4% |
| YTD | +5.7% | +99.4% | -93.8% | +5.5% |
| 1Y | +41.1% | +316.4% | -275.2% | +40.8% |
| 3Y | +1,228.6% | +2,022.0% | -793.4% | +1,223.1% |
| 5Y | +3,240.6% | +941.2% | +2,299.5% | +3,227.7% |
| 10Y | +2,760.3% | +2,950.3% | -190.0% | +2,751.0% |
| All | +3,087.2% | +7,705.7% | -4,618.5% | +3,080.1% |
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