+116.6%
CME vs ALC
+24.0%
+92.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | +6.2% | -0.1% | +6.3% | +6.1% |
| 3M | +10.4% | +5.9% | +4.5% | +8.4% |
| 6M | -9.5% | -15.9% | +6.4% | -5.8% |
| YTD | +6.0% | -10.1% | +16.1% | +8.0% |
| 1Y | +9.3% | -10.2% | +19.5% | +11.0% |
| 3Y | +57.7% | -13.6% | +71.2% | +57.0% |
| 5Y | +77.7% | -15.1% | +92.8% | +75.3% |
| All | +116.6% | +24.0% | +92.6% | +63.0% |
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 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