+98.2%
CI vs ALC
+27.5%
+70.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | -1.3% | -6.3% | +5.0% | +0.9% |
| 30D | +6.4% | +12.6% | -6.2% | +2.1% |
| 3M | +10.7% | -3.8% | +14.5% | +12.0% |
| 6M | +5.5% | +16.8% | -11.4% | -0.4% |
| YTD | +11.4% | -7.6% | +19.0% | +12.9% |
| 1Y | +15.0% | -5.9% | +20.9% | +15.7% |
| 3Y | +9.0% | +0.6% | +8.4% | +2.9% |
| 5Y | +52.0% | -9.5% | +61.4% | +47.9% |
| All | +98.2% | +27.5% | +70.7% | +40.5% |
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