+219.7%
CFG vs ALLE
+217.2%
+2.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.8% | +25.9% | -23.1% | -13.0% |
| 3M | -10.1% | +14.9% | -25.0% | -19.1% |
| 6M | +3.2% | +42.1% | -38.9% | -21.1% |
| YTD | +14.2% | +20.4% | -6.2% | -2.7% |
| 1Y | +27.4% | +14.9% | +12.6% | +12.3% |
| 3Y | +187.6% | +90.1% | +97.5% | +69.2% |
| 5Y | +65.7% | +53.0% | +12.7% | +12.3% |
| 10Y | +219.7% | +208.8% | +10.9% | +55.1% |
| All | +219.7% | +217.2% | +2.5% | +55.1% |
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 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