+221.5%
ALLE vs CPB
-39.9%
+261.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.0% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | +26.6% | +19.0% | +7.6% | +22.4% |
| 3M | +13.2% | +0.4% | +12.7% | +12.7% |
| 6M | +42.9% | +13.0% | +29.9% | +38.9% |
| YTD | +21.0% | -12.7% | +33.8% | +23.4% |
| 1Y | +15.2% | -20.9% | +36.0% | +19.4% |
| 3Y | +95.6% | -35.4% | +131.0% | +107.9% |
| 5Y | +53.4% | -32.3% | +85.7% | +60.8% |
| 10Y | +221.5% | -40.5% | +262.0% | +242.2% |
| All | +221.5% | -39.9% | +261.4% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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