+66.4%
CME vs ALM
+909.2%
-842.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.8% |
| 7D | +3.9% | +1.2% | +2.7% | +4.0% |
| 30D | +11.3% | -19.3% | +30.7% | +11.2% |
| 3M | +19.6% | -40.6% | +60.2% | +19.3% |
| 6M | +8.1% | -57.9% | +66.0% | +8.1% |
| YTD | +20.4% | -6.7% | +27.1% | +19.1% |
| 1Y | +16.5% | +20.2% | -3.7% | +15.0% |
| 3Y | +66.4% | +879.4% | -813.0% | +68.1% |
| All | +66.4% | +909.2% | -842.8% | +68.1% |
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 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