+47.2%
CAPR vs ALC
+4.2%
+43.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.8% | +1.4% | +2.5% |
| 7D | +43.2% | +10.7% | +32.5% | +31.6% |
| 30D | +14.7% | +20.2% | -5.5% | -1.3% |
| 3M | +113.9% | +8.9% | +105.0% | +98.3% |
| 6M | -73.4% | +5.7% | -79.1% | -74.7% |
| YTD | -69.1% | -1.4% | -67.7% | -68.1% |
| 1Y | +47.2% | +4.7% | +42.5% | +17.0% |
| All | +47.2% | +4.2% | +43.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling