+2,297.7%
CLS vs ALC
+31.8%
+2,265.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -22.2% | +4.9% | -27.0% | -24.2% |
| 30D | -44.4% | +19.0% | -63.3% | -49.4% |
| 3M | -34.3% | +7.8% | -42.1% | -37.8% |
| 6M | -50.1% | +14.6% | -64.6% | -54.8% |
| YTD | -30.1% | -4.4% | -25.6% | -30.9% |
| 1Y | -39.3% | +1.4% | -40.7% | -42.2% |
| 3Y | +732.7% | +2.5% | +730.2% | +658.7% |
| 5Y | +1,777.2% | -10.9% | +1,788.1% | +1,728.0% |
| All | +2,297.7% | +31.8% | +2,265.9% | +1,645.9% |
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