+71.8%
CL vs ALC
+27.5%
+44.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.8% | -6.3% | +5.5% | +0.6% |
| 30D | +9.5% | +12.6% | -3.1% | +6.8% |
| 3M | +6.8% | -3.8% | +10.6% | +7.6% |
| 6M | +14.3% | +16.8% | -2.6% | +10.4% |
| YTD | +26.3% | -7.6% | +33.9% | +27.5% |
| 1Y | +25.6% | -5.9% | +31.4% | +26.2% |
| 3Y | +38.5% | +0.6% | +37.9% | +35.1% |
| 5Y | +40.7% | -9.5% | +50.2% | +38.6% |
| All | +71.8% | +27.5% | +44.4% | +51.5% |
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