+140.2%
CMS vs ALM
+2,100.8%
-1,960.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.1% | +1.6% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +6.2% | -19.3% | +25.5% | +6.3% |
| 3M | +0.6% | -40.6% | +41.3% | +1.0% |
| 6M | -1.8% | -57.9% | +56.1% | -1.3% |
| YTD | +3.8% | -6.7% | +10.5% | +3.5% |
| 1Y | -1.8% | +20.2% | -21.9% | -2.4% |
| 3Y | +39.8% | +879.4% | -839.6% | +36.3% |
| 5Y | +37.1% | +415.3% | -378.2% | +33.8% |
| All | +140.2% | +2,100.8% | -1,960.6% | +129.9% |
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 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