+441.9%
CARR vs ALLE
+78.2%
+363.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -8.7% | -6.8% | -1.9% | -4.6% |
| 3M | -12.6% | +21.0% | -33.6% | -23.2% |
| 6M | -1.5% | +1.1% | -2.6% | -2.9% |
| YTD | +14.3% | -0.5% | +14.8% | +13.1% |
| 1Y | -4.6% | -7.3% | +2.7% | -1.4% |
| 3Y | +7.3% | +42.3% | -34.9% | -16.4% |
| 5Y | +11.6% | +13.5% | -1.8% | -3.9% |
| All | +441.9% | +78.2% | +363.7% | +268.0% |
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