+430.9%
CAH vs ALLE
+260.9%
+170.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +3.3% | -6.8% | +10.1% | +6.0% |
| 3M | +22.8% | +21.0% | +1.8% | +13.9% |
| 6M | +11.3% | +1.1% | +10.2% | +10.0% |
| YTD | +21.1% | -0.5% | +21.7% | +19.8% |
| 1Y | +67.2% | -7.3% | +74.5% | +69.6% |
| 3Y | +195.6% | +42.3% | +153.4% | +145.2% |
| 5Y | +413.8% | +13.5% | +400.4% | +360.9% |
| 10Y | +309.6% | +144.0% | +165.5% | +152.2% |
| All | +430.9% | +260.9% | +170.0% | +178.8% |
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 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