+220.7%
CF vs ALLE
+13.7%
+207.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | -6.8% | +21.6% | +15.9% |
| 3M | +14.1% | +21.0% | -7.0% | +10.0% |
| 6M | +28.5% | +1.1% | +27.4% | +28.1% |
| YTD | +74.9% | -0.5% | +75.5% | +74.7% |
| 1Y | +61.7% | -7.3% | +68.9% | +63.8% |
| 3Y | +80.3% | +42.3% | +38.1% | +63.4% |
| All | +220.7% | +13.7% | +207.0% | +221.1% |
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