+122.4%
CF vs ALLE
+51.8%
+70.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.0% | +6.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | +2.2% | +20.6% | -18.4% | -0.6% |
| 3M | +2.1% | +11.4% | -9.3% | +0.4% |
| 6M | -6.5% | +42.5% | -49.1% | -12.1% |
| YTD | +55.6% | +18.9% | +36.7% | +51.3% |
| 1Y | +42.3% | +14.2% | +28.1% | +39.6% |
| 3Y | +55.7% | +90.7% | -35.0% | +34.0% |
| 5Y | +122.4% | +52.5% | +69.9% | +104.2% |
| All | +122.4% | +51.8% | +70.6% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling