+29.9%
CFG vs ALC
-6.0%
+35.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.3% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +5.1% | +16.0% | -10.9% | +0.8% |
| 3M | -11.2% | +0.8% | -12.1% | -11.5% |
| 6M | +9.6% | +16.8% | -7.3% | +4.4% |
| YTD | +15.0% | -5.5% | +20.5% | +15.4% |
| 1Y | +29.9% | -5.3% | +35.1% | +30.2% |
| All | +29.9% | -6.0% | +35.9% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling