+136.0%
CMS vs ALM
+2,084.7%
-1,948.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -1.1% | -7.2% | +6.0% | -1.1% |
| 30D | +6.6% | -26.4% | +32.9% | +6.8% |
| 3M | +0.8% | -38.6% | +39.4% | +1.1% |
| 6M | -3.3% | -61.0% | +57.7% | -2.8% |
| YTD | +2.7% | -7.4% | +10.1% | +2.4% |
| 1Y | -4.0% | +14.0% | -18.0% | -4.5% |
| 3Y | +37.6% | +844.4% | -806.8% | +34.1% |
| 5Y | +35.4% | +410.8% | -375.3% | +32.1% |
| 10Y | +136.0% | +2,084.7% | -1,948.7% | +125.9% |
| All | +136.0% | +2,084.7% | -1,948.7% | +125.9% |
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