-14.1%
CG vs ALLE
+18.6%
-32.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.8% | +3.8% |
| 7D | +9.4% | +6.7% | +2.8% | +6.9% |
| 30D | +8.7% | +25.4% | -16.7% | 0.0% |
| 3M | -15.0% | +16.9% | -31.9% | -20.0% |
| 6M | -13.2% | +46.6% | -59.8% | -23.6% |
| YTD | -26.2% | +22.4% | -48.6% | -32.9% |
| 1Y | -14.1% | +17.7% | -31.8% | -19.6% |
| All | -14.1% | +18.6% | -32.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling