-40.1%
CAG vs ALC
-10.6%
-29.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | -1.8% | -6.3% | +4.5% | -0.6% |
| 30D | +9.7% | +12.6% | -2.9% | +7.7% |
| 3M | +0.5% | -3.8% | +4.3% | +1.0% |
| 6M | +8.9% | +16.8% | -7.9% | +6.4% |
| YTD | -8.4% | -7.6% | -0.8% | -7.8% |
| 1Y | -8.3% | -5.9% | -2.4% | -8.1% |
| 3Y | -36.1% | +0.6% | -36.7% | -36.8% |
| 5Y | -40.1% | -9.5% | -30.7% | -41.3% |
| All | -40.1% | -10.6% | -29.6% | -41.3% |
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