+320.1%
CG vs ALLE
+233.6%
+86.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +4.7% |
| 7D | +3.0% | -0.6% | +3.7% | +3.7% |
| 30D | +10.1% | +26.6% | -16.5% | -6.2% |
| 3M | -10.8% | +13.2% | -24.0% | -18.1% |
| 6M | -15.2% | +42.9% | -58.1% | -34.2% |
| YTD | -26.9% | +21.0% | -47.9% | -37.2% |
| 1Y | -17.0% | +15.2% | -32.2% | -26.2% |
| 3Y | +54.6% | +95.6% | -41.0% | -5.9% |
| 5Y | -16.7% | +53.4% | -70.2% | -40.7% |
| 10Y | +320.1% | +221.5% | +98.6% | +118.2% |
| All | +320.1% | +233.6% | +86.5% | +118.2% |
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