+17.4%
ALLE vs CPB
-39.5%
+56.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | -0.2% | -8.6% | +8.4% | +1.5% |
| 30D | -6.8% | -7.2% | +0.4% | -5.5% |
| 3M | +21.0% | +0.9% | +20.1% | +20.4% |
| 6M | +1.1% | -11.8% | +12.9% | +3.3% |
| YTD | -0.5% | -19.4% | +18.9% | +3.7% |
| 1Y | -7.3% | -30.4% | +23.1% | -0.6% |
| 3Y | +42.3% | -40.2% | +82.4% | +54.3% |
| All | +17.4% | -39.5% | +56.9% | +22.3% |
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