+79.1%
CME vs ALC
-16.0%
+95.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | +10.4% | +5.9% | +4.5% | +9.4% |
| 6M | -9.5% | -15.9% | +6.4% | -7.6% |
| YTD | +6.0% | -10.1% | +16.1% | +7.0% |
| 1Y | +9.3% | -10.2% | +19.5% | +10.1% |
| 3Y | +57.7% | -13.6% | +71.2% | +57.3% |
| All | +79.1% | -16.0% | +95.1% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling