+83.2%
CL vs ALLE
+260.9%
-177.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -4.8% | -6.8% | +2.0% | -3.2% |
| 3M | +4.9% | +21.0% | -16.1% | -0.4% |
| 6M | -5.7% | +1.1% | -6.8% | -6.4% |
| YTD | +14.4% | -0.5% | +14.9% | +13.8% |
| 1Y | +8.7% | -7.3% | +16.0% | +10.0% |
| 3Y | +30.0% | +42.3% | -12.3% | +15.9% |
| 5Y | +28.4% | +13.5% | +14.9% | +19.8% |
| 10Y | +50.1% | +144.0% | -93.9% | +11.2% |
| All | +83.2% | +260.9% | -177.7% | +25.2% |
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