+47.7%
CI vs ALC
-11.2%
+58.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -1.6% | +4.9% | -6.4% | -2.4% |
| 30D | +5.4% | +19.0% | -13.5% | +2.1% |
| 3M | +7.3% | +7.8% | -0.5% | +5.7% |
| 6M | +5.3% | +14.6% | -9.3% | +2.5% |
| YTD | +8.5% | -4.4% | +12.9% | +8.5% |
| 1Y | +17.1% | +1.4% | +15.7% | +15.8% |
| 3Y | +1.4% | +2.5% | -1.1% | -1.0% |
| All | +47.7% | -11.2% | +58.9% | +49.7% |
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