+45.0%
CG vs ALC
+4.4%
+40.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -0.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | +11.2% | +16.0% | -4.9% | +3.8% |
| 3M | -22.1% | +0.8% | -22.9% | -22.4% |
| 6M | -17.9% | +16.8% | -34.8% | -24.2% |
| YTD | -31.3% | -5.5% | -25.8% | -30.0% |
| 1Y | -24.0% | -5.3% | -18.7% | -22.6% |
| 3Y | +45.0% | +4.1% | +40.9% | +39.9% |
| All | +45.0% | +4.4% | +40.6% | +39.9% |
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