+56.6%
CMS vs ALC
+24.0%
+32.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | -3.6% | -0.1% | -3.5% | -3.7% |
| 3M | -1.9% | +5.9% | -7.8% | -3.5% |
| 6M | -11.0% | -15.9% | +5.0% | -7.5% |
| YTD | +0.2% | -10.1% | +10.3% | +2.1% |
| 1Y | -1.3% | -10.2% | +8.9% | +0.4% |
| 3Y | +35.9% | -13.6% | +49.5% | +36.8% |
| 5Y | +23.1% | -15.1% | +38.2% | +22.1% |
| All | +56.6% | +24.0% | +32.6% | +26.0% |
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 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