+257.6%
CP vs ALM
+2,221.4%
-1,963.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.0% | +1.8% |
| 7D | +2.8% | +0.7% | +2.0% | +2.7% |
| 30D | +11.3% | -26.1% | +37.4% | +12.2% |
| 3M | +2.9% | -38.1% | +41.0% | +4.0% |
| 6M | +9.8% | -55.4% | +65.2% | +11.7% |
| YTD | +28.5% | -0.4% | +28.9% | +27.6% |
| 1Y | +33.5% | +25.4% | +8.1% | +31.6% |
| 3Y | +31.9% | +907.8% | -875.8% | +20.9% |
| 5Y | +25.5% | +440.2% | -414.7% | +15.7% |
| 10Y | +257.6% | +2,031.1% | -1,773.6% | +229.8% |
| All | +257.6% | +2,221.4% | -1,963.9% | +229.8% |
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 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