+560.1%
CME vs ALLE
+331.3%
+228.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.5% |
| 7D | +3.7% | 0.0% | +3.6% | +3.6% |
| 30D | +13.7% | +20.6% | -6.9% | +7.2% |
| 3M | +16.6% | +11.4% | +5.2% | +12.4% |
| 6M | +8.2% | +42.5% | -34.4% | -4.0% |
| YTD | +16.3% | +18.9% | -2.5% | +8.8% |
| 1Y | +19.1% | +14.2% | +4.9% | +12.7% |
| 3Y | +67.4% | +90.7% | -23.3% | +28.4% |
| 5Y | +71.0% | +52.5% | +18.5% | +39.4% |
| 10Y | +338.9% | +231.2% | +107.7% | +165.0% |
| All | +560.1% | +331.3% | +228.8% | +273.1% |
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