+62.3%
CMS vs ALC
+30.4%
+31.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.9% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +6.2% | +16.0% | -9.9% | +2.3% |
| 3M | +0.6% | +0.8% | -0.2% | +0.2% |
| 6M | -1.8% | +16.8% | -18.6% | -5.9% |
| YTD | +3.8% | -5.5% | +9.3% | +4.4% |
| 1Y | -1.8% | -5.3% | +3.5% | -1.4% |
| 3Y | +39.8% | +4.1% | +35.7% | +33.2% |
| 5Y | +37.1% | -7.1% | +44.2% | +32.5% |
| All | +62.3% | +30.4% | +31.9% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling