+0.9%
CMG vs ALC
-10.6%
+11.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.9% |
| 7D | +4.1% | -6.3% | +10.4% | +6.8% |
| 30D | +20.5% | +12.6% | +7.9% | +15.1% |
| 3M | +14.5% | -3.8% | +18.3% | +16.1% |
| 6M | +14.8% | +16.8% | -2.0% | +7.1% |
| YTD | -1.0% | -7.6% | +6.6% | +1.2% |
| 1Y | +22.9% | -5.9% | +28.8% | +24.6% |
| 3Y | -13.6% | +0.6% | -14.2% | -18.8% |
| 5Y | +0.9% | -9.5% | +10.3% | +1.6% |
| All | +0.9% | -10.6% | +11.5% | +1.6% |
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