+1,628.1%
CLS vs ALLE
+222.4%
+1,405.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -22.2% | -0.6% | -21.6% | -22.0% |
| 30D | -44.4% | +25.3% | -69.7% | -51.5% |
| 3M | -34.3% | +10.3% | -44.6% | -38.6% |
| 6M | -50.1% | +38.0% | -88.1% | -59.3% |
| YTD | -30.1% | +17.8% | -47.9% | -38.0% |
| 1Y | -39.3% | +13.6% | -52.9% | -45.0% |
| 3Y | +732.7% | +89.2% | +643.5% | +435.6% |
| 5Y | +1,777.2% | +51.1% | +1,726.1% | +1,256.9% |
| All | +1,628.1% | +222.4% | +1,405.6% | +865.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling