+212.1%
ALLE vs CRL
+354.1%
-141.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.6% | +8.9% | -7.3% | -1.1% |
| 30D | +24.1% | +14.0% | +10.1% | +18.3% |
| 3M | +14.8% | +19.8% | -5.0% | +7.5% |
| 6M | +45.9% | +102.0% | -56.2% | +15.4% |
| YTD | +20.7% | +70.8% | -50.1% | -0.9% |
| 1Y | +14.2% | +98.7% | -84.5% | -10.9% |
| 3Y | +90.7% | +98.2% | -7.5% | +39.1% |
| 5Y | +50.6% | -11.7% | +62.2% | +44.0% |
| All | +212.1% | +354.1% | -141.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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