+192.3%
CAH vs ALLE
+50.9%
+141.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +3.3% | -6.8% | +10.1% | +4.1% |
| 3M | +22.8% | +21.0% | +1.8% | +20.3% |
| 6M | +11.3% | +1.1% | +10.2% | +10.7% |
| YTD | +21.1% | -0.5% | +21.7% | +20.4% |
| 1Y | +67.2% | -7.3% | +74.5% | +67.4% |
| All | +192.3% | +50.9% | +141.4% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling