+60.4%
CMS vs ALC
+32.2%
+28.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.9% | +2.1% | -3.0% | -1.4% |
| 30D | +7.1% | +17.2% | -10.1% | +2.9% |
| 3M | -1.3% | +4.6% | -5.9% | -2.6% |
| 6M | -2.7% | +20.1% | -22.8% | -7.4% |
| YTD | +2.6% | -4.2% | +6.8% | +2.8% |
| 1Y | -2.0% | +2.1% | -4.1% | -3.5% |
| 3Y | +39.6% | +4.5% | +35.2% | +33.0% |
| 5Y | +35.3% | -12.3% | +47.7% | +33.7% |
| All | +60.4% | +32.2% | +28.2% | +26.9% |
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 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