-3.0%
CAG vs ALLE
+339.1%
-342.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +14.7% | +26.6% | -12.0% | +8.3% |
| 3M | +2.4% | +13.2% | -10.8% | -0.8% |
| 6M | +10.7% | +42.9% | -32.2% | +1.2% |
| YTD | -5.5% | +21.0% | -26.6% | -10.3% |
| 1Y | -4.6% | +15.2% | -19.7% | -8.3% |
| 3Y | -34.4% | +95.6% | -130.0% | -44.9% |
| 5Y | -39.2% | +53.4% | -92.6% | -46.6% |
| 10Y | -39.0% | +221.5% | -260.4% | -57.2% |
| All | -3.0% | +339.1% | -342.1% | -36.6% |
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