-20.9%
CG vs ALLE
+49.9%
-70.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.7% |
| 30D | +5.0% | +25.3% | -20.3% | -11.3% |
| 3M | -18.2% | +10.3% | -28.5% | -24.1% |
| 6M | -20.7% | +38.0% | -58.8% | -38.6% |
| YTD | -31.4% | +17.8% | -49.2% | -40.7% |
| 1Y | -22.3% | +13.6% | -35.9% | -30.8% |
| 3Y | +50.2% | +89.2% | -39.0% | -15.4% |
| All | -20.9% | +49.9% | -70.8% | -46.6% |
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 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