+173.3%
CFG vs ALLE
+88.9%
+84.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +1.1% | +25.3% | -24.3% | -9.6% |
| 3M | -12.0% | +10.3% | -22.3% | -16.3% |
| 6M | -2.2% | +38.0% | -40.3% | -17.8% |
| YTD | +11.4% | +17.8% | -6.4% | +1.5% |
| 1Y | +27.8% | +13.6% | +14.2% | +19.0% |
| 3Y | +173.3% | +89.2% | +84.1% | +67.0% |
| All | +173.3% | +88.9% | +84.4% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling