+497.3%
CAH vs ALLE
+340.4%
+156.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +5.9% | -0.8% | +6.8% | +6.2% |
| 30D | +16.5% | +27.4% | -10.8% | +6.3% |
| 3M | +15.7% | +13.8% | +1.9% | +9.9% |
| 6M | +52.7% | +45.5% | +7.2% | +31.8% |
| YTD | +36.3% | +21.4% | +14.9% | +24.8% |
| 1Y | +36.7% | +15.4% | +21.4% | +27.6% |
| 3Y | +178.2% | +91.7% | +86.4% | +104.9% |
| 5Y | +515.8% | +54.5% | +461.2% | +385.4% |
| 10Y | +411.8% | +210.5% | +201.3% | +187.1% |
| All | +497.3% | +340.4% | +156.8% | +190.4% |
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