+60.5%
CRM vs ALC
+16.1%
+44.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | -4.4% | -6.3% | +1.9% | -1.4% |
| 30D | +28.1% | -10.3% | +38.4% | +34.8% |
| 3M | +48.8% | -0.7% | +49.5% | +49.2% |
| 6M | +28.3% | -17.8% | +46.1% | +39.4% |
| YTD | -6.0% | -15.8% | +9.8% | +0.8% |
| 1Y | +1.4% | -16.7% | +18.2% | +9.2% |
| 3Y | +11.8% | -19.7% | +31.6% | +19.2% |
| 5Y | -2.0% | -19.8% | +17.8% | +2.6% |
| All | +60.5% | +16.1% | +44.4% | +38.1% |
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