+206.8%
CB vs ALC
+26.4%
+180.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | 0.0% | -6.2% | +6.2% | +1.9% |
| 30D | +7.4% | +14.0% | -6.6% | +3.3% |
| 3M | +8.6% | -2.4% | +11.0% | +9.2% |
| 6M | +16.1% | +12.6% | +3.5% | +11.7% |
| YTD | +20.2% | -8.4% | +28.6% | +22.0% |
| 1Y | +27.2% | -9.1% | +36.3% | +29.3% |
| 3Y | +72.7% | -0.3% | +73.0% | +64.9% |
| 5Y | +105.9% | -9.9% | +115.9% | +100.5% |
| All | +206.8% | +26.4% | +180.4% | +138.7% |
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