+191.0%
CG vs ALLE
+260.9%
-69.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -5.1% | -6.8% | +1.7% | -0.6% |
| 3M | +8.7% | +21.0% | -12.4% | -5.0% |
| 6M | -9.2% | +1.1% | -10.3% | -11.1% |
| YTD | -18.9% | -0.5% | -18.3% | -20.2% |
| 1Y | -25.6% | -7.3% | -18.4% | -23.5% |
| 3Y | +57.3% | +42.3% | +15.0% | +20.9% |
| 5Y | +10.2% | +13.5% | -3.3% | -3.3% |
| 10Y | +364.2% | +144.0% | +220.2% | +160.0% |
| All | +191.0% | +260.9% | -69.9% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling