-21.5%
CG vs ALLE
+51.6%
-73.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.3% |
| 7D | +0.2% | +3.6% | -3.4% | -2.3% |
| 30D | +11.2% | +25.9% | -14.7% | -6.2% |
| 3M | -22.1% | +15.8% | -37.8% | -30.2% |
| 6M | -17.9% | +48.1% | -66.0% | -39.6% |
| YTD | -31.3% | +22.0% | -53.3% | -42.1% |
| 1Y | -24.0% | +18.0% | -42.0% | -34.2% |
| 3Y | +45.0% | +93.1% | -48.1% | -19.2% |
| All | -21.5% | +51.6% | -73.1% | -47.9% |
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