+1,884.8%
CLS vs ALLE
+53.5%
+1,831.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -13.9% | +0.1% | -13.9% | -13.8% |
| 30D | -38.2% | +25.9% | -64.1% | -44.9% |
| 3M | -28.8% | +14.9% | -43.7% | -33.8% |
| 6M | -40.4% | +42.1% | -82.5% | -50.5% |
| YTD | -24.3% | +20.4% | -44.6% | -32.0% |
| 1Y | -35.0% | +14.9% | -49.9% | -40.1% |
| 3Y | +778.7% | +90.1% | +688.6% | +475.2% |
| 5Y | +1,884.8% | +53.0% | +1,831.9% | +1,371.0% |
| All | +1,884.8% | +53.5% | +1,831.4% | +1,371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling