+319.9%
CP vs ALM
+7,705.7%
-7,385.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | +0.2% | +32.0% | -31.8% | +0.1% |
| 3M | +2.6% | -15.0% | +17.6% | +2.6% |
| 6M | +6.0% | -10.1% | +16.1% | +5.9% |
| YTD | +24.9% | +99.4% | -74.5% | +24.6% |
| 1Y | +20.1% | +316.4% | -296.2% | +19.5% |
| 3Y | +16.4% | +2,022.0% | -2,005.6% | +15.2% |
| 5Y | +31.7% | +941.2% | -909.4% | +30.5% |
| 10Y | +223.9% | +2,950.3% | -2,726.5% | +219.7% |
| All | +319.9% | +7,705.7% | -7,385.9% | +309.8% |
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 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