-41.3%
CAG vs ALLE
+17.0%
-58.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.3% | +2.8% | -8.1% | -5.9% |
| 30D | +1.0% | -7.6% | +8.6% | +2.8% |
| 3M | +17.4% | +22.8% | -5.4% | +11.7% |
| 6M | -16.8% | +4.6% | -21.4% | -17.9% |
| YTD | -6.8% | -1.2% | -5.6% | -6.8% |
| 1Y | -15.4% | -9.1% | -6.2% | -13.8% |
| 3Y | -37.1% | +50.0% | -87.1% | -42.8% |
| 5Y | -41.3% | +15.2% | -56.5% | -43.3% |
| All | -41.3% | +17.0% | -58.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling