+72.7%
CL vs ALC
+32.2%
+40.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +0.5% | +2.1% | -1.5% | +0.1% |
| 30D | +11.6% | +17.2% | -5.6% | +7.9% |
| 3M | +5.6% | +4.6% | +1.0% | +4.5% |
| 6M | +13.2% | +20.1% | -7.0% | +8.7% |
| YTD | +26.9% | -4.2% | +31.1% | +27.2% |
| 1Y | +27.3% | +2.1% | +25.3% | +25.8% |
| 3Y | +39.7% | +4.5% | +35.2% | +35.2% |
| 5Y | +41.3% | -12.3% | +53.7% | +40.4% |
| All | +72.7% | +32.2% | +40.5% | +51.0% |
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