+190.1%
CFG vs ALC
+4.3%
+185.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | -0.1% |
| 30D | +2.8% | +15.5% | -12.7% | -2.1% |
| 3M | -10.1% | +0.6% | -10.7% | -10.4% |
| 6M | +3.2% | +18.4% | -15.2% | -2.9% |
| YTD | +14.2% | -5.6% | +19.8% | +15.3% |
| 1Y | +27.4% | 0.0% | +27.4% | +25.9% |
| All | +190.1% | +4.3% | +185.8% | +182.8% |
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