+137.7%
CP vs ALC
+27.5%
+110.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.8% |
| 7D | -0.7% | -6.3% | +5.6% | +1.9% |
| 30D | +9.6% | +12.6% | -3.0% | +4.5% |
| 3M | +2.2% | -3.8% | +6.1% | +3.5% |
| 6M | +11.1% | +16.8% | -5.7% | +3.8% |
| YTD | +28.2% | -7.6% | +35.8% | +30.4% |
| 1Y | +32.2% | -5.9% | +38.0% | +33.3% |
| 3Y | +35.5% | +0.6% | +34.9% | +28.2% |
| 5Y | +26.8% | -9.5% | +36.2% | +23.4% |
| All | +137.7% | +27.5% | +110.3% | +79.2% |
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