+147.6%
CG vs ALLE
+331.3%
-183.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -4.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.4% |
| 30D | +2.8% | +20.6% | -17.8% | -9.2% |
| 3M | -19.2% | +11.4% | -30.7% | -24.9% |
| 6M | -21.0% | +42.5% | -63.5% | -38.2% |
| YTD | -31.0% | +18.9% | -49.9% | -39.7% |
| 1Y | -21.1% | +14.2% | -35.2% | -29.2% |
| 3Y | +48.8% | +90.7% | -41.9% | -5.9% |
| 5Y | -21.5% | +52.5% | -74.0% | -42.8% |
| 10Y | +298.1% | +231.2% | +66.9% | +85.1% |
| All | +147.6% | +331.3% | -183.8% | -0.3% |
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