+274.1%
CF vs ALC
+24.0%
+250.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | +6.0% | -2.1% | +8.1% | +6.7% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.1% | +5.9% | +8.2% | +11.9% |
| 6M | +28.5% | -15.9% | +44.5% | +33.9% |
| YTD | +74.9% | -10.1% | +85.1% | +78.0% |
| 1Y | +61.7% | -10.2% | +71.9% | +64.0% |
| 3Y | +80.3% | -13.6% | +93.9% | +79.9% |
| 5Y | +226.0% | -15.1% | +241.1% | +222.1% |
| All | +274.1% | +24.0% | +250.1% | +162.2% |
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