+25.9%
CMS vs ALC
-16.0%
+41.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | -3.6% | -0.1% | -3.5% | -3.7% |
| 3M | -1.9% | +5.9% | -7.8% | -3.0% |
| 6M | -11.0% | -15.9% | +5.0% | -8.6% |
| YTD | +0.2% | -10.1% | +10.3% | +1.5% |
| 1Y | -1.3% | -10.2% | +8.9% | -0.1% |
| 3Y | +35.9% | -13.6% | +49.5% | +36.6% |
| All | +25.9% | -16.0% | +41.9% | +18.0% |
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