+58.2%
CMS vs ALC
+31.8%
+26.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -1.3% | +4.9% | -6.2% | -2.5% |
| 30D | +6.3% | +19.0% | -12.6% | +1.8% |
| 3M | -2.1% | +7.8% | -9.8% | -4.1% |
| 6M | -5.1% | +14.6% | -19.7% | -8.6% |
| YTD | +1.3% | -4.4% | +5.7% | +1.5% |
| 1Y | -1.4% | +1.4% | -2.8% | -2.8% |
| 3Y | +36.9% | +2.5% | +34.4% | +31.2% |
| 5Y | +32.5% | -10.9% | +43.4% | +30.1% |
| All | +58.2% | +31.8% | +26.4% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling