-41.2%
CAG vs ALC
-17.4%
-23.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -6.6% | -5.3% | -1.3% | -5.9% |
| 30D | +2.3% | -7.1% | +9.4% | +3.4% |
| 3M | +16.3% | +0.8% | +15.5% | +16.1% |
| 6M | -16.0% | -16.0% | 0.0% | -14.2% |
| YTD | -7.7% | -12.7% | +5.0% | -6.3% |
| 1Y | -16.0% | -12.8% | -3.2% | -14.9% |
| 3Y | -37.7% | -15.8% | -21.9% | -36.9% |
| 5Y | -41.2% | -16.7% | -24.6% | -41.9% |
| All | -41.2% | -17.4% | -23.8% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling