+516.7%
CAH vs ALLE
+51.6%
+465.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +3.5% | +3.6% | -0.1% | +2.8% |
| 30D | +13.5% | +25.9% | -12.4% | +8.7% |
| 3M | +21.8% | +15.8% | +6.1% | +18.5% |
| 6M | +51.5% | +48.1% | +3.4% | +40.6% |
| YTD | +38.1% | +22.0% | +16.1% | +32.2% |
| 1Y | +37.7% | +18.0% | +19.7% | +32.7% |
| 3Y | +179.6% | +93.1% | +86.5% | +138.2% |
| All | +516.7% | +51.6% | +465.1% | +460.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling