+135.5%
CME vs ALC
+32.2%
+103.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +2.1% | -2.6% | -1.2% |
| 30D | +8.5% | +17.2% | -8.7% | +3.9% |
| 3M | +16.0% | +4.6% | +11.4% | +14.3% |
| 6M | +9.3% | +20.1% | -10.8% | +3.5% |
| YTD | +15.3% | -4.2% | +19.5% | +15.3% |
| 1Y | +14.4% | +2.1% | +12.3% | +12.0% |
| 3Y | +59.9% | +4.5% | +55.5% | +48.8% |
| 5Y | +69.4% | -12.3% | +81.8% | +66.9% |
| All | +135.5% | +32.2% | +103.4% | +74.0% |
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