+114.2%
CME vs ALC
+21.6%
+92.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -2.9% | -3.7% | +0.8% | -1.9% |
| 30D | +5.5% | -3.7% | +9.3% | +6.5% |
| 3M | +11.0% | +4.6% | +6.4% | +9.3% |
| 6M | -9.7% | -14.6% | +4.9% | -6.4% |
| YTD | +4.9% | -11.9% | +16.7% | +7.4% |
| 1Y | +10.1% | -13.1% | +23.2% | +12.9% |
| 3Y | +53.5% | -15.0% | +68.5% | +53.5% |
| 5Y | +77.2% | -16.2% | +93.4% | +75.1% |
| All | +114.2% | +21.6% | +92.6% | +62.1% |
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 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