+295.1%
CAPR vs ALC
+2.0%
+293.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -2.2% | +28.7% | +27.5% |
| 7D | +25.8% | -6.3% | +32.1% | +29.4% |
| 30D | +50.2% | +12.6% | +37.6% | +42.4% |
| 3M | +185.5% | -3.8% | +189.3% | +189.5% |
| 6M | -64.8% | +16.8% | -81.7% | -67.2% |
| YTD | -61.1% | -7.6% | -53.5% | -60.0% |
| 1Y | +81.0% | -5.9% | +86.8% | +86.4% |
| All | +295.1% | +2.0% | +293.0% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling