+84.7%
CI vs ALC
+24.0%
+60.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | +1.3% | -2.1% | +3.4% | +2.0% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | +0.7% | +5.9% | -5.2% | -1.6% |
| 6M | +0.3% | -15.9% | +16.3% | +5.6% |
| YTD | +3.8% | -10.1% | +13.9% | +6.3% |
| 1Y | -5.5% | -10.2% | +4.7% | -3.4% |
| 3Y | +8.1% | -13.6% | +21.7% | +8.9% |
| 5Y | +42.8% | -15.1% | +57.9% | +42.9% |
| All | +84.7% | +24.0% | +60.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling