-35.7%
CAG vs ALLE
+50.9%
-86.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +3.1% | -6.8% | +9.9% | +4.9% |
| 3M | +23.5% | +21.0% | +2.4% | +17.5% |
| 6M | -14.8% | +1.1% | -15.9% | -15.2% |
| YTD | -5.4% | -0.5% | -4.9% | -5.3% |
| 1Y | -11.8% | -7.3% | -4.5% | -10.2% |
| All | -35.7% | +50.9% | -86.6% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling