+34.6%
CP vs ALM
+44.8%
-10.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | +5.6% | -6.4% | +12.0% | +5.9% |
| 30D | +10.0% | -35.0% | +45.0% | +12.1% |
| 3M | +4.4% | -33.8% | +38.2% | +6.1% |
| 6M | +14.1% | -55.0% | +69.1% | +17.6% |
| YTD | +29.1% | -0.2% | +29.3% | +31.4% |
| 1Y | +34.6% | +41.8% | -7.2% | +34.8% |
| All | +34.6% | +44.8% | -10.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling