+234.1%
CMG vs ALLE
+336.8%
-102.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +13.7% | +25.9% | -12.2% | +5.1% |
| 3M | +11.8% | +14.9% | -3.1% | +6.5% |
| 6M | +10.6% | +42.1% | -31.5% | -2.5% |
| YTD | -2.9% | +20.4% | -23.3% | -10.1% |
| 1Y | +17.8% | +14.9% | +3.0% | +11.0% |
| 3Y | -15.3% | +90.1% | -105.4% | -34.6% |
| 5Y | -0.9% | +53.0% | -53.9% | -18.7% |
| 10Y | +358.4% | +208.8% | +149.5% | +198.9% |
| All | +234.1% | +336.8% | -102.6% | +98.5% |
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