+199.9%
CB vs ALC
+32.2%
+167.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.5% | +2.1% | -3.5% | -2.1% |
| 30D | +6.5% | +17.2% | -10.7% | +1.7% |
| 3M | +4.1% | +4.6% | -0.6% | +2.5% |
| 6M | +14.4% | +20.1% | -5.7% | +8.0% |
| YTD | +17.5% | -4.2% | +21.7% | +17.8% |
| 1Y | +27.5% | +2.1% | +25.5% | +25.2% |
| 3Y | +71.6% | +4.5% | +67.1% | +61.7% |
| 5Y | +100.6% | -12.3% | +113.0% | +99.3% |
| All | +199.9% | +32.2% | +167.7% | +130.5% |
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