+732.7%
CLS vs ALC
+2.3%
+730.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -22.2% | +4.9% | -27.0% | -22.8% |
| 30D | -44.4% | +19.0% | -63.3% | -46.3% |
| 3M | -34.3% | +7.8% | -42.1% | -35.5% |
| 6M | -50.1% | +14.6% | -64.6% | -52.3% |
| YTD | -30.1% | -4.4% | -25.6% | -28.7% |
| 1Y | -39.3% | +1.4% | -40.7% | -39.8% |
| 3Y | +732.7% | +2.5% | +730.2% | +720.5% |
| All | +732.7% | +2.3% | +730.5% | +720.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling