+25.7%
CP vs ALM
+421.8%
-396.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -0.7% | -7.2% | +6.5% | -0.5% |
| 30D | +9.6% | -26.4% | +36.0% | +10.7% |
| 3M | +2.2% | -38.6% | +40.8% | +3.7% |
| 6M | +11.1% | -61.0% | +72.1% | +14.0% |
| YTD | +28.2% | -7.4% | +35.6% | +27.6% |
| 1Y | +32.2% | +14.0% | +18.2% | +30.5% |
| 3Y | +35.5% | +844.4% | -808.9% | +21.3% |
| All | +25.7% | +421.8% | -396.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling