+158.3%
CFG vs ALC
+31.8%
+126.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -3.3% |
| 30D | +1.1% | +19.0% | -17.9% | -7.5% |
| 3M | -12.0% | +7.8% | -19.8% | -15.6% |
| 6M | -2.2% | +14.6% | -16.8% | -9.4% |
| YTD | +11.4% | -4.4% | +15.9% | +12.0% |
| 1Y | +27.8% | +1.4% | +26.4% | +24.4% |
| 3Y | +173.3% | +2.5% | +170.8% | +154.3% |
| 5Y | +62.4% | -10.9% | +73.3% | +60.6% |
| All | +158.3% | +31.8% | +126.5% | +82.0% |
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