+201.2%
CB vs ALC
+31.8%
+169.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +0.2% | +4.9% | -4.6% | -1.2% |
| 30D | +9.1% | +19.0% | -9.9% | +3.7% |
| 3M | +3.4% | +7.8% | -4.3% | +1.0% |
| 6M | +14.1% | +14.6% | -0.5% | +9.2% |
| YTD | +18.0% | -4.4% | +22.5% | +18.4% |
| 1Y | +30.1% | +1.4% | +28.7% | +28.0% |
| 3Y | +71.8% | +2.5% | +69.3% | +63.0% |
| 5Y | +101.8% | -10.9% | +112.7% | +98.9% |
| All | +201.2% | +31.8% | +169.4% | +131.6% |
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