+238.9%
CRM vs ALM
+2,589.2%
-2,350.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.5% | +2.0% |
| 7D | -4.4% | -11.8% | +7.4% | -4.3% |
| 30D | +28.1% | +7.8% | +20.3% | +27.9% |
| 3M | +48.8% | -9.3% | +58.1% | +48.9% |
| 6M | +28.3% | -30.5% | +58.7% | +28.7% |
| YTD | -6.0% | +75.8% | -81.8% | -7.9% |
| 1Y | +1.4% | +241.2% | -239.8% | -2.6% |
| 3Y | +11.8% | +1,872.6% | -1,860.8% | +0.6% |
| 5Y | -2.0% | +849.6% | -851.6% | -10.8% |
| All | +238.9% | +2,589.2% | -2,350.3% | +183.7% |
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