+121.7%
CMS vs ALM
+2,022.9%
-1,901.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.3% | -2.1% |
| 7D | -1.3% | -6.7% | +5.4% | -1.3% |
| 30D | +6.3% | -32.9% | +39.2% | +6.6% |
| 3M | -2.1% | -39.5% | +37.4% | -1.8% |
| 6M | -5.1% | -62.0% | +56.9% | -4.5% |
| YTD | +1.3% | -7.8% | +9.1% | +0.9% |
| 1Y | -1.4% | +26.7% | -28.1% | -2.0% |
| 3Y | +36.9% | +825.4% | -788.4% | +33.6% |
| 5Y | +32.5% | +401.2% | -368.7% | +29.4% |
| All | +121.7% | +2,022.9% | -1,901.2% | +112.5% |
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