+34.0%
CMS vs ALC
-9.1%
+43.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.6% |
| 7D | +0.5% | +2.3% | -1.8% | +0.1% |
| 30D | +7.4% | +15.5% | -8.1% | +4.7% |
| 3M | +1.9% | +0.6% | +1.3% | +1.6% |
| 6M | -2.3% | +18.4% | -20.7% | -5.5% |
| YTD | +3.0% | -5.6% | +8.5% | +3.4% |
| 1Y | -2.8% | 0.0% | -2.8% | -3.5% |
| 3Y | +37.9% | +2.8% | +35.1% | +33.4% |
| 5Y | +34.0% | -8.8% | +42.7% | +26.6% |
| All | +34.0% | -9.1% | +43.1% | +26.6% |
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