+512.2%
CMI vs ALLE
+146.0%
+366.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.2% |
| 7D | +0.7% | -2.2% | +2.9% | +1.8% |
| 30D | -12.3% | -8.3% | -3.9% | -8.3% |
| 3M | -16.8% | +16.3% | -33.1% | -23.9% |
| 6M | +1.5% | +1.8% | -0.3% | -0.5% |
| YTD | +9.8% | -3.9% | +13.7% | +10.4% |
| 1Y | +42.6% | -10.0% | +52.6% | +48.2% |
| 3Y | +151.0% | +45.8% | +105.2% | +96.6% |
| 5Y | +167.0% | +13.3% | +153.7% | +135.6% |
| 10Y | +512.2% | +155.3% | +356.9% | +228.9% |
| All | +512.2% | +146.0% | +366.2% | +228.9% |
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