+2,847.0%
CLS vs ALC
+26.4%
+2,820.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +5.0% |
| 7D | +23.5% | -6.2% | +29.7% | +26.9% |
| 30D | -28.9% | +14.0% | -42.9% | -34.1% |
| 3M | -25.2% | -2.4% | -22.8% | -25.6% |
| 6M | -32.1% | +12.6% | -44.7% | -38.4% |
| YTD | -14.1% | -8.4% | -5.7% | -13.5% |
| 1Y | -24.1% | -9.1% | -14.9% | -23.4% |
| 3Y | +897.0% | -0.3% | +897.3% | +816.0% |
| 5Y | +2,089.9% | -9.9% | +2,099.8% | +1,998.2% |
| All | +2,847.0% | +26.4% | +2,820.6% | +2,084.1% |
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 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