+2,486.1%
CLS vs ALC
+32.2%
+2,453.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.6% | +7.7% |
| 7D | -10.6% | +2.1% | -12.6% | -11.7% |
| 30D | -38.4% | +17.2% | -55.7% | -43.5% |
| 3M | -29.9% | +4.6% | -34.5% | -32.6% |
| 6M | -40.6% | +20.1% | -60.8% | -47.7% |
| YTD | -24.6% | -4.2% | -20.4% | -25.5% |
| 1Y | -30.8% | +2.1% | -32.9% | -34.3% |
| 3Y | +811.7% | +4.5% | +807.3% | +721.3% |
| 5Y | +1,838.4% | -12.3% | +1,850.8% | +1,809.1% |
| All | +2,486.1% | +32.2% | +2,453.9% | +1,781.0% |
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