-17.9%
CLS vs ALC
-6.0%
-11.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -4.1% |
| 7D | +16.3% | -1.1% | +17.4% | +16.1% |
| 30D | -25.7% | +16.0% | -41.7% | -21.7% |
| 3M | -30.9% | +0.8% | -31.7% | -28.4% |
| 6M | -35.5% | +16.8% | -52.3% | -33.7% |
| YTD | -18.7% | -5.5% | -13.2% | -11.3% |
| 1Y | -17.9% | -5.3% | -12.7% | -10.1% |
| All | -17.9% | -6.0% | -11.9% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling