+1,763.7%
CLS vs ALLE
+49.9%
+1,713.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -22.2% | -0.6% | -21.6% | -22.0% |
| 30D | -44.4% | +25.3% | -69.7% | -50.4% |
| 3M | -34.3% | +10.3% | -44.6% | -37.7% |
| 6M | -50.1% | +38.0% | -88.1% | -58.0% |
| YTD | -30.1% | +17.8% | -47.9% | -36.7% |
| 1Y | -39.3% | +13.6% | -52.9% | -43.9% |
| 3Y | +732.7% | +89.2% | +643.5% | +443.6% |
| All | +1,763.7% | +49.9% | +1,713.8% | +1,292.3% |
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 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