+55.7%
CL vs ALC
+24.0%
+31.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -2.2% | -2.1% | -0.1% | -1.7% |
| 30D | -4.8% | -0.1% | -4.7% | -4.9% |
| 3M | +4.9% | +5.9% | -1.0% | +3.6% |
| 6M | -5.7% | -15.9% | +10.2% | -2.7% |
| YTD | +14.4% | -10.1% | +24.5% | +16.3% |
| 1Y | +8.7% | -10.2% | +19.0% | +10.4% |
| 3Y | +30.0% | -13.6% | +43.5% | +31.3% |
| 5Y | +28.4% | -15.1% | +43.5% | +28.3% |
| All | +55.7% | +24.0% | +31.7% | +38.1% |
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