+324.8%
CMI vs ALLE
+217.2%
+107.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | -13.2% | +25.9% | -39.1% | -23.5% |
| 3M | -28.2% | +14.9% | -43.1% | -33.7% |
| 6M | -32.7% | +42.1% | -74.8% | -45.0% |
| YTD | -10.1% | +20.4% | -30.5% | -20.2% |
| 1Y | -4.9% | +14.9% | -19.7% | -13.4% |
| 3Y | +120.4% | +90.1% | +30.3% | +49.3% |
| 5Y | +114.3% | +53.0% | +61.3% | +60.1% |
| 10Y | +324.8% | +208.8% | +116.0% | +108.7% |
| All | +324.8% | +217.2% | +107.6% | +108.7% |
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