-3.6%
CAG vs ALLE
+336.8%
-340.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +6.6% | +0.1% | +6.6% | +6.6% |
| 30D | +13.9% | +25.9% | -12.0% | +7.7% |
| 3M | +4.0% | +14.9% | -10.8% | +0.5% |
| 6M | +10.0% | +42.1% | -32.1% | +0.7% |
| YTD | -6.1% | +20.4% | -26.5% | -10.7% |
| 1Y | -4.3% | +14.9% | -19.2% | -8.0% |
| 3Y | -34.6% | +90.1% | -124.7% | -44.6% |
| 5Y | -39.4% | +53.0% | -92.4% | -46.9% |
| 10Y | -34.2% | +208.8% | -243.0% | -53.3% |
| All | -3.6% | +336.8% | -340.4% | -36.9% |
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