-6.0%
CMG vs ALLE
+50.9%
-56.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +7.1% | -6.8% | +13.9% | +8.6% |
| 3M | +31.2% | +21.0% | +10.1% | +25.5% |
| 6M | +0.7% | +1.1% | -0.4% | -0.3% |
| YTD | -0.1% | -0.5% | +0.4% | -1.5% |
| 1Y | -10.7% | -7.3% | -3.5% | -10.7% |
| All | -6.0% | +50.9% | -56.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling