+2,029.3%
CLS vs ALLE
+208.6%
+1,820.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +23.5% | +1.6% | +22.0% | +22.6% |
| 30D | -28.9% | +24.1% | -53.0% | -37.5% |
| 3M | -25.2% | +14.8% | -40.0% | -31.5% |
| 6M | -32.1% | +45.9% | -78.0% | -46.2% |
| YTD | -14.1% | +20.7% | -34.8% | -24.8% |
| 1Y | -24.1% | +14.2% | -38.3% | -31.2% |
| 3Y | +897.0% | +90.7% | +806.3% | +539.2% |
| 5Y | +2,089.9% | +50.6% | +2,039.4% | +1,489.8% |
| All | +2,029.3% | +208.6% | +1,820.8% | +1,069.2% |
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 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