+3,001.8%
CLS vs ALLE
+260.9%
+2,740.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -13.9% | -6.8% | -7.1% | -10.7% |
| 3M | -26.6% | +21.0% | -47.6% | -34.6% |
| 6M | +15.4% | +1.1% | +14.3% | +14.1% |
| YTD | +5.7% | -0.5% | +6.2% | +4.2% |
| 1Y | +41.1% | -7.3% | +48.4% | +44.3% |
| 3Y | +1,228.6% | +42.3% | +1,186.3% | +931.6% |
| 5Y | +3,240.6% | +13.5% | +3,227.2% | +2,798.7% |
| 10Y | +2,760.3% | +144.0% | +2,616.3% | +1,590.7% |
| All | +3,001.8% | +260.9% | +2,740.9% | +1,464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling