+208.5%
CFG vs ALLE
+211.7%
-3.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | +3.2% | +3.6% | -0.4% | +0.8% |
| 30D | +5.1% | +25.9% | -20.8% | -10.9% |
| 3M | -11.2% | +15.8% | -27.0% | -20.5% |
| 6M | +9.6% | +48.1% | -38.5% | -18.7% |
| YTD | +15.0% | +22.0% | -7.0% | -2.9% |
| 1Y | +29.9% | +18.0% | +11.8% | +12.2% |
| 3Y | +192.1% | +93.1% | +99.0% | +69.9% |
| 5Y | +62.3% | +52.1% | +10.2% | +10.7% |
| All | +208.5% | +211.7% | -3.2% | +47.3% |
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