+341.8%
CB vs ALLE
+260.9%
+80.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -3.1% | -6.8% | +3.7% | -0.6% |
| 3M | +9.0% | +21.0% | -12.1% | +0.9% |
| 6M | +2.9% | +1.1% | +1.8% | +1.5% |
| YTD | +10.1% | -0.5% | +10.6% | +8.9% |
| 1Y | +22.8% | -7.3% | +30.0% | +24.4% |
| 3Y | +73.8% | +42.3% | +31.5% | +44.7% |
| 5Y | +99.2% | +13.5% | +85.7% | +78.5% |
| 10Y | +218.2% | +144.0% | +74.2% | +109.2% |
| All | +341.8% | +260.9% | +80.9% | +162.2% |
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 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