+210.5%
ALLE vs CPB
-40.1%
+250.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | +27.4% | +16.9% | +10.4% | +23.5% |
| 3M | +13.8% | -0.6% | +14.4% | +13.6% |
| 6M | +45.5% | +11.4% | +34.1% | +41.9% |
| YTD | +21.4% | -14.8% | +36.2% | +24.3% |
| 1Y | +15.4% | -24.8% | +40.1% | +20.8% |
| 3Y | +91.7% | -36.6% | +128.3% | +104.7% |
| 5Y | +54.5% | -33.3% | +87.9% | +62.5% |
| 10Y | +210.5% | -40.4% | +250.9% | +216.6% |
| All | +210.5% | -40.1% | +250.7% | +216.6% |
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