+137.7%
CP vs ALC
+34.7%
+103.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +6.1% | +7.6% | -1.5% | +3.1% |
| 30D | +9.8% | +21.1% | -11.4% | +1.7% |
| 3M | +2.7% | +8.5% | -5.7% | -0.8% |
| 6M | +12.8% | +2.8% | +10.0% | +10.3% |
| YTD | +28.2% | -2.4% | +30.6% | +27.6% |
| 1Y | +34.1% | +3.5% | +30.7% | +30.2% |
| 3Y | +28.9% | +4.2% | +24.7% | +20.5% |
| 5Y | +27.1% | -9.0% | +36.0% | +24.0% |
| All | +137.7% | +34.7% | +103.1% | +75.4% |
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