+323.6%
CMG vs ALLE
+148.2%
+175.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | +12.7% | -7.6% | +20.3% | +15.8% |
| 3M | +26.3% | +22.8% | +3.5% | +16.9% |
| 6M | +4.5% | +4.6% | -0.1% | +2.1% |
| YTD | -0.1% | -1.2% | +1.1% | -1.0% |
| 1Y | -6.8% | -9.1% | +2.4% | -4.9% |
| 3Y | -5.0% | +50.0% | -55.0% | -21.4% |
| 5Y | -3.0% | +15.2% | -18.3% | -13.3% |
| 10Y | +323.6% | +151.1% | +172.5% | +199.6% |
| All | +323.6% | +148.2% | +175.3% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling