+65.2%
CME vs ALC
+1.2%
+64.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +2.7% | -6.2% | +8.9% | +3.0% |
| 30D | +13.5% | +14.0% | -0.5% | +12.9% |
| 3M | +20.9% | -2.4% | +23.3% | +20.8% |
| 6M | +11.5% | +12.6% | -1.1% | +11.0% |
| YTD | +19.5% | -8.4% | +27.9% | +19.1% |
| 1Y | +17.2% | -9.1% | +26.4% | +16.8% |
| All | +65.2% | +1.2% | +64.0% | +63.8% |
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