+215.3%
ALLE vs CRL
+350.3%
-135.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +25.9% | +11.9% | +14.0% | +20.7% |
| 3M | +15.8% | +20.2% | -4.4% | +8.2% |
| 6M | +48.1% | +107.5% | -59.5% | +16.1% |
| YTD | +22.0% | +69.4% | -47.5% | +0.3% |
| 1Y | +18.0% | +99.7% | -81.7% | -8.0% |
| 3Y | +93.1% | +98.8% | -5.7% | +40.6% |
| 5Y | +52.1% | -12.4% | +64.5% | +45.8% |
| All | +215.3% | +350.3% | -135.0% | +57.9% |
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