+1,767.8%
CLS vs ALLE
+51.8%
+1,715.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.9% | -10.1% | -11.8% |
| 7D | -27.3% | 0.0% | -27.3% | -27.3% |
| 30D | -47.0% | +20.6% | -67.6% | -51.8% |
| 3M | -43.3% | +11.4% | -54.7% | -46.5% |
| 6M | -50.8% | +42.5% | -93.3% | -59.3% |
| YTD | -30.4% | +18.9% | -49.3% | -37.3% |
| 1Y | -41.7% | +14.2% | -55.8% | -46.2% |
| 3Y | +701.4% | +90.7% | +610.7% | +421.6% |
| 5Y | +1,767.8% | +52.5% | +1,715.3% | +1,283.9% |
| All | +1,767.8% | +51.8% | +1,715.9% | +1,283.9% |
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