+181.4%
CFG vs ALC
-13.3%
+194.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.3% |
| 30D | -3.8% | -0.1% | -3.7% | -3.9% |
| 3M | +11.5% | +5.9% | +5.6% | +8.9% |
| 6M | +19.2% | -15.9% | +35.1% | +26.2% |
| YTD | +23.7% | -10.1% | +33.8% | +27.4% |
| 1Y | +38.8% | -10.2% | +49.1% | +42.7% |
| All | +181.4% | -13.3% | +194.7% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling