+132.3%
CMS vs ALM
+2,221.4%
-2,089.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.5% | +0.5% |
| 7D | -0.9% | +0.7% | -1.7% | -0.9% |
| 30D | +7.1% | -26.1% | +33.1% | +7.3% |
| 3M | -1.3% | -38.1% | +36.8% | -1.0% |
| 6M | -2.7% | -55.4% | +52.8% | -2.2% |
| YTD | +2.6% | -0.4% | +3.0% | +2.2% |
| 1Y | -2.0% | +25.4% | -27.4% | -2.6% |
| 3Y | +39.6% | +907.8% | -868.1% | +35.8% |
| 5Y | +35.3% | +440.2% | -404.8% | +31.8% |
| 10Y | +132.3% | +2,031.1% | -1,898.8% | +121.0% |
| All | +132.3% | +2,221.4% | -2,089.1% | +121.0% |
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