+186.8%
CFG vs ALC
+24.0%
+162.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.6% |
| 30D | -3.8% | -0.1% | -3.7% | -4.0% |
| 3M | +11.5% | +5.9% | +5.6% | +7.8% |
| 6M | +19.2% | -15.9% | +35.1% | +28.7% |
| YTD | +23.7% | -10.1% | +33.8% | +28.6% |
| 1Y | +38.8% | -10.2% | +49.1% | +43.9% |
| 3Y | +178.9% | -13.6% | +192.5% | +186.2% |
| 5Y | +101.8% | -15.1% | +116.9% | +104.1% |
| All | +186.8% | +24.0% | +162.8% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling