+166.6%
CFG vs ALC
+30.4%
+136.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.7% |
| 30D | +5.1% | +16.0% | -10.9% | -2.6% |
| 3M | -11.2% | +0.8% | -12.1% | -12.0% |
| 6M | +9.6% | +16.8% | -7.3% | +0.4% |
| YTD | +15.0% | -5.5% | +20.5% | +16.2% |
| 1Y | +29.9% | -5.3% | +35.1% | +31.0% |
| 3Y | +192.1% | +4.1% | +188.0% | +168.9% |
| 5Y | +62.3% | -7.1% | +69.3% | +56.1% |
| All | +166.6% | +30.4% | +136.2% | +88.8% |
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