+568.0%
CF vs ALLE
+222.4%
+345.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | +4.3% | +25.3% | -21.0% | -5.2% |
| 3M | +2.8% | +10.3% | -7.5% | -2.0% |
| 6M | +0.6% | +38.0% | -37.4% | -13.7% |
| YTD | +56.6% | +17.8% | +38.9% | +42.6% |
| 1Y | +49.6% | +13.6% | +36.0% | +38.4% |
| 3Y | +61.5% | +89.2% | -27.7% | +12.3% |
| 5Y | +124.0% | +51.1% | +72.9% | +69.6% |
| All | +568.0% | +222.4% | +345.5% | +230.5% |
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