+282.1%
CME vs ALM
+3,219.4%
-2,937.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.2% |
| 7D | -2.9% | +8.4% | -11.3% | -2.9% |
| 30D | +5.5% | +34.8% | -29.3% | +5.2% |
| 3M | +11.0% | +16.2% | -5.3% | +10.8% |
| 6M | -9.7% | +2.1% | -11.8% | -9.9% |
| YTD | +4.9% | +117.0% | -112.2% | +3.5% |
| 1Y | +10.1% | +313.9% | -303.8% | +7.7% |
| 3Y | +53.5% | +2,327.9% | -2,274.4% | +46.1% |
| 5Y | +77.2% | +1,040.6% | -963.5% | +69.8% |
| 10Y | +282.1% | +3,219.4% | -2,937.3% | +257.6% |
| All | +282.1% | +3,219.4% | -2,937.3% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling