+205.6%
CB vs ALC
+27.5%
+178.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -1.0% | -6.3% | +5.2% | +0.8% |
| 30D | +7.3% | +12.6% | -5.3% | +3.6% |
| 3M | +7.0% | -3.8% | +10.9% | +8.0% |
| 6M | +16.3% | +16.8% | -0.5% | +10.7% |
| YTD | +19.7% | -7.6% | +27.3% | +21.2% |
| 1Y | +27.8% | -5.9% | +33.7% | +28.5% |
| 3Y | +72.0% | +0.6% | +71.4% | +63.8% |
| 5Y | +104.9% | -9.5% | +114.3% | +99.3% |
| All | +205.6% | +27.5% | +178.1% | +137.2% |
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