+243.0%
CB vs ALLE
+233.6%
+9.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +6.5% | +26.6% | -20.1% | -2.7% |
| 3M | +4.1% | +13.2% | -9.1% | -1.0% |
| 6M | +14.4% | +42.9% | -28.5% | -1.0% |
| YTD | +17.5% | +21.0% | -3.5% | +7.6% |
| 1Y | +27.5% | +15.2% | +12.4% | +19.0% |
| 3Y | +71.6% | +95.6% | -24.0% | +24.4% |
| 5Y | +100.6% | +53.4% | +47.2% | +58.1% |
| 10Y | +243.0% | +221.5% | +21.5% | +115.2% |
| All | +243.0% | +233.6% | +9.4% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling