+149.2%
ALLE vs CRL
+255.5%
-106.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | -6.8% | +10.7% | -17.5% | -9.8% |
| 3M | +21.0% | +55.3% | -34.2% | +5.2% |
| 6M | +1.1% | +60.7% | -59.6% | -14.1% |
| YTD | -0.5% | +44.6% | -45.2% | -13.3% |
| 1Y | -7.3% | +77.7% | -85.0% | -24.9% |
| 3Y | +42.3% | +37.6% | +4.6% | +18.5% |
| 5Y | +13.5% | -35.8% | +49.3% | +21.9% |
| All | +149.2% | +255.5% | -106.3% | +33.1% |
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