-5.7%
CMG vs ALC
-17.4%
+11.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -6.5% | -5.3% | -1.2% | -4.5% |
| 30D | +12.1% | -7.1% | +19.2% | +15.2% |
| 3M | +20.6% | +0.8% | +19.8% | +19.6% |
| 6M | +2.1% | -16.0% | +18.1% | +8.4% |
| YTD | -2.6% | -12.7% | +10.1% | +1.7% |
| 1Y | -8.7% | -12.8% | +4.1% | -4.7% |
| 3Y | -7.4% | -15.8% | +8.5% | -4.7% |
| 5Y | -5.7% | -16.7% | +11.0% | -3.6% |
| All | -5.7% | -17.4% | +11.8% | -3.6% |
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