+287.7%
CMS vs ALM
+3,431.9%
-3,144.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.1% | -0.4% |
| 7D | +1.7% | -14.5% | +16.2% | +1.7% |
| 30D | +8.6% | -39.0% | +47.7% | +8.7% |
| 3M | -0.5% | -40.3% | +39.8% | -0.4% |
| 6M | -4.2% | -60.3% | +56.1% | -4.0% |
| YTD | +3.4% | -9.8% | +13.2% | +3.4% |
| 1Y | +0.4% | +30.8% | -30.3% | +0.3% |
| 3Y | +38.2% | +772.4% | -734.2% | +37.4% |
| 5Y | +35.4% | +390.7% | -355.3% | +34.7% |
| 10Y | +131.7% | +2,028.5% | -1,896.8% | +129.4% |
| All | +287.7% | +3,431.9% | -3,144.2% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling