+104.2%
CB vs ALC
-9.1%
+113.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | +8.2% | +15.5% | -7.3% | +5.4% |
| 3M | +6.3% | +0.6% | +5.7% | +6.1% |
| 6M | +16.2% | +18.4% | -2.2% | +12.5% |
| YTD | +19.3% | -5.6% | +24.9% | +19.8% |
| 1Y | +29.2% | 0.0% | +29.2% | +28.2% |
| 3Y | +71.4% | +2.8% | +68.6% | +66.2% |
| 5Y | +104.2% | -8.8% | +113.0% | +100.5% |
| All | +104.2% | -9.1% | +113.4% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling