+234.6%
CF vs ALC
+32.2%
+202.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | +2.1% | -2.9% | -1.6% |
| 30D | +6.9% | +17.2% | -10.3% | +2.1% |
| 3M | +4.8% | +4.6% | +0.2% | +3.2% |
| 6M | +4.7% | +20.1% | -15.4% | -1.3% |
| YTD | +56.5% | -4.2% | +60.7% | +55.9% |
| 1Y | +48.4% | +2.1% | +46.3% | +44.6% |
| 3Y | +59.1% | +4.5% | +54.7% | +48.1% |
| 5Y | +109.5% | -12.3% | +121.9% | +106.9% |
| All | +234.6% | +32.2% | +202.4% | +129.7% |
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