+342.6%
ALLE vs CPB
-16.1%
+358.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | 0.0% | +11.6% | -11.5% | -2.3% |
| 30D | +20.6% | +23.3% | -2.7% | +15.4% |
| 3M | +11.4% | +1.6% | +9.8% | +10.6% |
| 6M | +42.5% | +13.9% | +28.6% | +38.1% |
| YTD | +18.9% | -11.7% | +30.6% | +21.1% |
| 1Y | +14.2% | -18.2% | +32.4% | +17.9% |
| 3Y | +90.7% | -35.2% | +125.9% | +103.8% |
| 5Y | +52.5% | -30.5% | +83.0% | +59.4% |
| 10Y | +231.2% | -37.1% | +268.4% | +247.7% |
| All | +342.6% | -16.1% | +358.7% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling