+37.6%
CL vs ALLE
+88.9%
-51.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +11.4% | +25.3% | -14.0% | +7.3% |
| 3M | +4.4% | +10.3% | -5.9% | +2.6% |
| 6M | +10.8% | +38.0% | -27.3% | +4.9% |
| YTD | +25.1% | +17.8% | +7.4% | +21.3% |
| 1Y | +28.0% | +13.6% | +14.4% | +24.7% |
| 3Y | +37.6% | +89.2% | -51.6% | +33.8% |
| All | +37.6% | +88.9% | -51.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling