+181.0%
CB vs ALC
+24.0%
+157.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | +0.5% | -2.1% | +2.6% | +1.1% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | +9.0% | +5.9% | +3.1% | +6.9% |
| 6M | +2.9% | -15.9% | +18.8% | +7.5% |
| YTD | +10.1% | -10.1% | +20.2% | +12.6% |
| 1Y | +22.8% | -10.2% | +33.0% | +25.2% |
| 3Y | +73.8% | -13.6% | +87.4% | +74.9% |
| 5Y | +99.2% | -15.1% | +114.3% | +98.5% |
| All | +181.0% | +24.0% | +157.0% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling