+11.7%
CMI vs ALM
+44.8%
-33.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -6.9% | -6.0% |
| 7D | -11.2% | -6.4% | -4.8% | -10.2% |
| 30D | -9.8% | -35.0% | +25.1% | -3.3% |
| 3M | -25.5% | -33.8% | +8.3% | -21.3% |
| 6M | -27.7% | -55.0% | +27.4% | -19.6% |
| YTD | -6.6% | -0.2% | -6.4% | -5.6% |
| 1Y | +11.7% | +41.8% | -30.1% | +7.6% |
| All | +11.7% | +44.8% | -33.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling