+34.3%
CP vs ALC
-16.0%
+50.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.0% |
| 30D | +0.2% | -0.1% | +0.3% | +0.1% |
| 3M | +2.6% | +5.9% | -3.3% | +0.5% |
| 6M | +6.0% | -15.9% | +21.9% | +11.4% |
| YTD | +24.9% | -10.1% | +35.0% | +28.1% |
| 1Y | +20.1% | -10.2% | +30.3% | +23.0% |
| 3Y | +16.4% | -13.6% | +29.9% | +17.9% |
| All | +34.3% | -16.0% | +50.3% | +28.9% |
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