+50.4%
ALLE vs CPB
-31.3%
+81.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.6% |
| 7D | -0.6% | +8.0% | -8.5% | -2.3% |
| 30D | +25.3% | +22.4% | +3.0% | +19.9% |
| 3M | +10.3% | +2.5% | +7.8% | +9.1% |
| 6M | +38.0% | +12.2% | +25.8% | +33.8% |
| YTD | +17.8% | -12.8% | +30.6% | +20.3% |
| 1Y | +13.6% | -19.2% | +32.8% | +17.6% |
| 3Y | +89.2% | -35.6% | +124.8% | +101.2% |
| All | +50.4% | -31.3% | +81.7% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling