+74.0%
CL vs ALC
+34.7%
+39.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +5.9% | +7.6% | -1.7% | +4.3% |
| 30D | +13.8% | +21.1% | -7.4% | +9.2% |
| 3M | +6.4% | +8.5% | -2.1% | +4.5% |
| 6M | +15.6% | +2.8% | +12.8% | +14.3% |
| YTD | +27.9% | -2.4% | +30.3% | +27.6% |
| 1Y | +31.4% | +3.5% | +27.9% | +29.4% |
| 3Y | +41.4% | +4.2% | +37.2% | +36.9% |
| 5Y | +42.8% | -9.0% | +51.8% | +40.6% |
| All | +74.0% | +34.7% | +39.4% | +51.6% |
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