+193.7%
CG vs ALC
+30.3%
+163.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +2.0% | +2.3% | -0.4% | +0.5% |
| 30D | +8.5% | +15.5% | -7.0% | -1.0% |
| 3M | -12.1% | +0.6% | -12.7% | -12.6% |
| 6M | -16.4% | +18.4% | -34.8% | -25.8% |
| YTD | -28.0% | -5.6% | -22.4% | -26.6% |
| 1Y | -18.9% | 0.0% | -18.9% | -20.5% |
| 3Y | +51.2% | +2.8% | +48.4% | +39.5% |
| 5Y | -15.9% | -8.8% | -7.1% | -16.2% |
| All | +193.7% | +30.3% | +163.4% | +119.6% |
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