+60.4%
CF vs ALC
+4.5%
+55.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.2% |
| 7D | +0.4% | +7.6% | -7.2% | +0.1% |
| 30D | +2.2% | +21.1% | -18.9% | +1.2% |
| 3M | +2.1% | +8.5% | -6.4% | +1.7% |
| 6M | -6.5% | +2.8% | -9.4% | -6.8% |
| YTD | +55.6% | -2.4% | +57.9% | +54.8% |
| 1Y | +42.3% | +3.5% | +38.8% | +40.5% |
| All | +60.4% | +4.5% | +55.9% | +56.9% |
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