+275.5%
CMS vs ALM
+7,705.7%
-7,430.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -3.6% | +32.0% | -35.6% | -3.7% |
| 3M | -1.9% | -15.0% | +13.1% | -1.9% |
| 6M | -11.0% | -10.1% | -0.8% | -11.0% |
| YTD | +0.2% | +99.4% | -99.2% | 0.0% |
| 1Y | -1.3% | +316.4% | -317.7% | -1.7% |
| 3Y | +35.9% | +2,022.0% | -1,986.0% | +34.9% |
| 5Y | +23.1% | +941.2% | -918.1% | +22.2% |
| 10Y | +117.9% | +2,950.3% | -2,832.4% | +115.6% |
| All | +275.5% | +7,705.7% | -7,430.2% | +266.4% |
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