-24.8%
CAG vs ALC
+30.4%
-55.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.8% |
| 7D | -3.3% | -1.1% | -2.3% | -3.2% |
| 30D | +7.7% | +16.0% | -8.4% | +5.6% |
| 3M | -3.2% | +0.8% | -4.0% | -3.4% |
| 6M | +7.0% | +16.8% | -9.9% | +4.8% |
| YTD | -9.0% | -5.5% | -3.5% | -8.8% |
| 1Y | -9.6% | -5.3% | -4.4% | -9.5% |
| 3Y | -36.0% | +4.1% | -40.1% | -36.8% |
| 5Y | -40.9% | -7.1% | -33.8% | -41.5% |
| All | -24.8% | +30.4% | -55.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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