-68.9%
CBRS vs ALLE
+45.8%
-114.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.1% | +8.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.3% |
| 30D | -41.1% | +26.6% | -67.7% | -39.8% |
| 3M | -57.4% | +13.2% | -70.5% | -56.9% |
| All | -68.9% | +45.8% | -114.7% | -65.3% |
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 · Available span rolling