+506.1%
CAH vs ALLE
+49.9%
+456.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.5% | -0.6% | +9.0% | +8.6% |
| 30D | +17.0% | +25.3% | -8.3% | +12.2% |
| 3M | +14.6% | +10.3% | +4.3% | +12.4% |
| 6M | +42.5% | +38.0% | +4.5% | +33.9% |
| YTD | +33.5% | +17.8% | +15.7% | +28.5% |
| 1Y | +38.5% | +13.6% | +24.9% | +34.3% |
| 3Y | +179.0% | +89.2% | +89.8% | +137.8% |
| All | +506.1% | +49.9% | +456.2% | +452.2% |
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