-25.8%
CAG vs ALC
+17.1%
-42.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.4% |
| 7D | -5.9% | -7.7% | +1.8% | -4.9% |
| 30D | -1.5% | -11.7% | +10.1% | 0.0% |
| 3M | +11.5% | +0.7% | +10.8% | +11.4% |
| 6M | -15.7% | -17.1% | +1.4% | -14.0% |
| YTD | -10.2% | -15.1% | +4.9% | -8.7% |
| 1Y | -18.1% | -14.1% | -4.0% | -16.9% |
| 3Y | -39.4% | -18.2% | -21.2% | -38.5% |
| 5Y | -42.6% | -19.2% | -23.4% | -42.2% |
| All | -25.8% | +17.1% | -42.9% | -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