+577.4%
CF vs ALLE
+144.1%
+433.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | -6.8% | +21.6% | +17.9% |
| 3M | +14.1% | +21.0% | -7.0% | +4.0% |
| 6M | +28.5% | +1.1% | +27.4% | +25.6% |
| YTD | +74.9% | -0.5% | +75.5% | +71.5% |
| 1Y | +61.7% | -7.3% | +68.9% | +63.2% |
| 3Y | +80.3% | +42.3% | +38.1% | +43.4% |
| 5Y | +226.0% | +13.5% | +212.5% | +186.0% |
| All | +577.4% | +144.1% | +433.3% | +278.3% |
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 · 6 months rolling