-20.9%
CG vs ALC
-11.2%
-9.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.7% |
| 7D | -1.2% | +4.9% | -6.1% | -4.2% |
| 30D | +5.0% | +19.0% | -13.9% | -5.9% |
| 3M | -18.2% | +7.8% | -26.0% | -22.2% |
| 6M | -20.7% | +14.6% | -35.3% | -28.1% |
| YTD | -31.4% | -4.4% | -27.0% | -30.5% |
| 1Y | -22.3% | +1.4% | -23.6% | -24.4% |
| 3Y | +50.2% | +2.5% | +47.7% | +36.3% |
| All | -20.9% | -11.2% | -9.7% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling