+72.4%
CB vs ALLE
+93.1%
-20.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +7.3% | +27.4% | -20.0% | +3.6% |
| 3M | +7.0% | +13.8% | -6.8% | +4.9% |
| 6M | +16.3% | +45.5% | -29.1% | +10.0% |
| YTD | +19.7% | +21.4% | -1.7% | +15.7% |
| 1Y | +27.8% | +15.4% | +12.4% | +24.5% |
| All | +72.4% | +93.1% | -20.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling