+220.7%
CF vs ALC
-16.0%
+236.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | +6.0% | -2.1% | +8.1% | +6.2% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.1% | +5.9% | +8.2% | +13.4% |
| 6M | +28.5% | -15.9% | +44.5% | +30.2% |
| YTD | +74.9% | -10.1% | +85.1% | +75.6% |
| 1Y | +61.7% | -10.2% | +71.9% | +62.2% |
| 3Y | +80.3% | -13.6% | +93.9% | +80.5% |
| All | +220.7% | -16.0% | +236.7% | +232.9% |
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 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