+323.4%
CP vs ALM
+3,507.4%
-3,184.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | +2.8% | -6.7% | +9.4% | +2.8% |
| 30D | +10.2% | -32.9% | +43.1% | +10.3% |
| 3M | +2.4% | -39.5% | +41.8% | +2.5% |
| 6M | +7.7% | -62.0% | +69.7% | +7.9% |
| YTD | +26.0% | -7.8% | +33.8% | +25.9% |
| 1Y | +34.6% | +26.7% | +8.0% | +34.5% |
| 3Y | +26.7% | +825.4% | -798.7% | +25.7% |
| 5Y | +24.9% | +401.2% | -376.3% | +24.0% |
| 10Y | +258.6% | +2,074.0% | -1,815.4% | +254.6% |
| All | +323.4% | +3,507.4% | -3,184.0% | +314.2% |
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 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