+61.7%
CAH vs ALLE
-8.3%
+70.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +0.5% | +2.8% | -2.3% | +0.1% |
| 30D | +1.7% | -7.6% | +9.4% | +2.9% |
| 3M | +17.9% | +22.8% | -4.9% | +14.8% |
| 6M | +10.9% | +4.6% | +6.3% | +9.8% |
| YTD | +17.9% | -1.2% | +19.1% | +15.8% |
| 1Y | +61.7% | -9.1% | +70.8% | +62.2% |
| All | +61.7% | -8.3% | +70.0% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling