+133.7%
CP vs ALC
+31.8%
+101.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | +2.8% | +4.9% | -2.1% | +0.8% |
| 30D | +10.2% | +19.0% | -8.7% | +2.9% |
| 3M | +2.4% | +7.8% | -5.4% | -0.9% |
| 6M | +7.7% | +14.6% | -6.9% | +1.4% |
| YTD | +26.0% | -4.4% | +30.4% | +26.5% |
| 1Y | +34.6% | +1.4% | +33.2% | +31.7% |
| 3Y | +26.7% | +2.5% | +24.2% | +19.1% |
| 5Y | +24.9% | -10.9% | +35.8% | +22.9% |
| All | +133.7% | +31.8% | +101.9% | +73.9% |
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 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