-16.0%
CAG vs ALLE
-11.2%
-4.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -6.6% | -2.2% | -4.5% | -6.1% |
| 30D | +2.3% | -8.3% | +10.6% | +4.6% |
| 3M | +16.3% | +16.3% | 0.0% | +11.4% |
| 6M | -16.0% | +1.8% | -17.8% | -15.8% |
| YTD | -7.7% | -3.9% | -3.8% | -5.4% |
| 1Y | -16.0% | -10.0% | -6.0% | -12.3% |
| All | -16.0% | -11.2% | -4.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling