+382.1%
CB vs ALLE
+331.3%
+50.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +11.2% | +20.6% | -9.4% | +3.5% |
| 3M | +5.7% | +11.4% | -5.7% | +1.2% |
| 6M | +15.9% | +42.5% | -26.6% | +0.7% |
| YTD | +20.2% | +18.9% | +1.3% | +10.9% |
| 1Y | +32.4% | +14.2% | +18.2% | +24.1% |
| 3Y | +75.5% | +90.7% | -15.2% | +30.1% |
| 5Y | +105.5% | +52.5% | +53.0% | +63.2% |
| 10Y | +258.5% | +231.2% | +27.3% | +111.1% |
| All | +382.1% | +331.3% | +50.7% | +167.1% |
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