+74.9%
CB vs ALC
+4.5%
+70.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.6% | +7.6% | -5.0% | +1.6% |
| 30D | +11.2% | +21.1% | -9.9% | +8.5% |
| 3M | +5.7% | +8.5% | -2.7% | +4.5% |
| 6M | +15.9% | +2.8% | +13.1% | +15.0% |
| YTD | +20.2% | -2.4% | +22.5% | +19.8% |
| 1Y | +32.4% | +3.5% | +28.9% | +30.9% |
| All | +74.9% | +4.5% | +70.4% | +75.7% |
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 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