-2.9%
CAG vs ALLE
+260.9%
-263.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +23.5% | +21.0% | +2.4% | +17.7% |
| 6M | -14.8% | +1.1% | -15.9% | -15.4% |
| YTD | -5.4% | -0.5% | -4.9% | -5.8% |
| 1Y | -11.8% | -7.3% | -4.5% | -10.7% |
| 3Y | -36.7% | +42.3% | -78.9% | -42.5% |
| 5Y | -40.3% | +13.5% | -53.7% | -43.7% |
| 10Y | -37.0% | +144.0% | -181.0% | -52.7% |
| All | -2.9% | +260.9% | -263.8% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling