+397.5%
CARR vs ALLE
+117.5%
+279.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.4% |
| 30D | -1.1% | +27.4% | -28.5% | -15.5% |
| 3M | -13.8% | +13.8% | -27.7% | -21.0% |
| 6M | -16.5% | +45.5% | -62.0% | -35.0% |
| YTD | +4.9% | +21.4% | -16.5% | -9.0% |
| 1Y | -2.7% | +15.4% | -18.0% | -12.8% |
| 3Y | +10.4% | +91.7% | -81.3% | -29.2% |
| 5Y | +7.7% | +54.5% | -46.8% | -23.0% |
| All | +397.5% | +117.5% | +279.9% | +196.3% |
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