+234.9%
CF vs ALC
+31.8%
+203.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -3.2% | +4.9% | -8.1% | -4.6% |
| 30D | +4.3% | +19.0% | -14.6% | -0.9% |
| 3M | +2.8% | +7.8% | -5.0% | +0.3% |
| 6M | +0.6% | +14.6% | -14.0% | -3.8% |
| YTD | +56.6% | -4.4% | +61.1% | +56.2% |
| 1Y | +49.6% | +1.4% | +48.2% | +46.1% |
| 3Y | +61.5% | +2.5% | +59.0% | +51.3% |
| 5Y | +124.0% | -10.9% | +134.9% | +118.9% |
| All | +234.9% | +31.8% | +203.1% | +130.1% |
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