+11.7%
CMI vs ALC
+4.2%
+7.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.8% | -12.6% | -5.1% |
| 7D | -11.2% | +10.7% | -21.9% | -10.4% |
| 30D | -9.8% | +20.2% | -30.0% | -8.8% |
| 3M | -25.5% | +8.9% | -34.4% | -24.9% |
| 6M | -27.7% | +5.7% | -33.4% | -26.5% |
| YTD | -6.6% | -1.4% | -5.2% | -2.5% |
| 1Y | +11.7% | +4.7% | +6.9% | +15.9% |
| All | +11.7% | +4.2% | +7.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling