+26.7%
CP vs ALC
+2.3%
+24.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | +2.8% | +4.9% | -2.1% | +1.5% |
| 30D | +10.2% | +19.0% | -8.7% | +5.5% |
| 3M | +2.4% | +7.8% | -5.4% | +0.3% |
| 6M | +7.7% | +14.6% | -6.9% | +3.7% |
| YTD | +26.0% | -4.4% | +30.4% | +26.5% |
| 1Y | +34.6% | +1.4% | +33.2% | +32.8% |
| 3Y | +26.7% | +2.5% | +24.2% | +22.3% |
| All | +26.7% | +2.3% | +24.4% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling