-15.9%
CG vs ALLE
+53.5%
-69.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | +8.5% | +25.9% | -17.4% | -8.6% |
| 3M | -12.1% | +14.9% | -27.0% | -20.8% |
| 6M | -16.4% | +42.1% | -58.5% | -36.6% |
| YTD | -28.0% | +20.4% | -48.3% | -38.7% |
| 1Y | -18.9% | +14.9% | -33.7% | -28.3% |
| 3Y | +51.2% | +90.1% | -38.9% | -14.8% |
| 5Y | -15.9% | +53.0% | -68.8% | -44.0% |
| All | -15.9% | +53.5% | -69.4% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling