+590.5%
CME vs ALM
+3,507.4%
-2,916.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.4% |
| 7D | +0.9% | -6.7% | +7.6% | +0.9% |
| 30D | +13.2% | -32.9% | +46.1% | +13.2% |
| 3M | +16.3% | -39.5% | +55.8% | +16.3% |
| 6M | +7.1% | -62.0% | +69.1% | +7.2% |
| YTD | +15.8% | -7.8% | +23.7% | +15.8% |
| 1Y | +17.1% | +26.7% | -9.6% | +17.0% |
| 3Y | +63.2% | +825.4% | -762.2% | +62.9% |
| 5Y | +70.2% | +401.2% | -331.0% | +70.0% |
| 10Y | +337.0% | +2,074.0% | -1,737.0% | +336.2% |
| All | +590.5% | +3,507.4% | -2,916.9% | +589.9% |
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 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