+1,751.5%
CLS vs ALLE
+233.6%
+1,517.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +6.4% |
| 7D | -10.6% | -0.6% | -9.9% | -10.1% |
| 30D | -38.4% | +26.6% | -65.1% | -46.5% |
| 3M | -29.9% | +13.2% | -43.0% | -35.3% |
| 6M | -40.6% | +42.9% | -83.5% | -52.4% |
| YTD | -24.6% | +21.0% | -45.6% | -34.1% |
| 1Y | -30.8% | +15.2% | -45.9% | -37.6% |
| 3Y | +811.7% | +95.6% | +716.1% | +476.2% |
| 5Y | +1,838.4% | +53.4% | +1,785.0% | +1,291.9% |
| 10Y | +1,751.5% | +221.5% | +1,530.0% | +919.3% |
| All | +1,751.5% | +233.6% | +1,517.9% | +919.3% |
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 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