+95.2%
CI vs ALC
+30.4%
+64.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.8% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | +2.6% | +16.0% | -13.5% | -2.6% |
| 3M | +7.4% | +0.8% | +6.6% | +7.0% |
| 6M | -0.1% | +16.8% | -16.9% | -5.7% |
| YTD | +9.7% | -5.5% | +15.2% | +10.4% |
| 1Y | +12.1% | -5.3% | +17.4% | +12.6% |
| 3Y | +7.0% | +4.1% | +2.9% | -0.2% |
| 5Y | +49.7% | -7.1% | +56.8% | +44.2% |
| All | +95.2% | +30.4% | +64.9% | +37.3% |
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