+3,523.6%
CLS vs ALC
+24.0%
+3,499.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +4.6% | -2.1% | +6.7% | +5.6% |
| 30D | -13.9% | -0.1% | -13.8% | -14.2% |
| 3M | -26.6% | +5.9% | -32.5% | -29.7% |
| 6M | +15.4% | -15.9% | +31.3% | +24.4% |
| YTD | +5.7% | -10.1% | +15.8% | +9.0% |
| 1Y | +41.1% | -10.2% | +51.3% | +44.6% |
| 3Y | +1,228.6% | -13.6% | +1,242.1% | +1,253.2% |
| 5Y | +3,240.6% | -15.1% | +3,255.8% | +3,265.8% |
| All | +3,523.6% | +24.0% | +3,499.5% | +2,653.3% |
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