+17.8%
CP vs ALM
+2,063.1%
-2,045.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.7% | -2.6% | -0.1% | -2.6% |
| 30D | +0.2% | +32.0% | -31.8% | -0.9% |
| 3M | +2.6% | -15.0% | +17.6% | +2.8% |
| 6M | +6.0% | -10.1% | +16.1% | +5.6% |
| YTD | +24.9% | +99.4% | -74.5% | +21.5% |
| 1Y | +20.1% | +316.4% | -296.2% | +14.0% |
| All | +17.8% | +2,063.1% | -2,045.3% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling