-1.9%
CMI vs ALLE
+15.3%
-17.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.5% | +3.6% | -3.1% | -0.3% |
| 30D | -14.0% | +25.9% | -39.9% | -18.6% |
| 3M | -28.1% | +15.8% | -43.9% | -30.3% |
| 6M | -35.8% | +48.1% | -83.9% | -43.0% |
| YTD | -10.5% | +22.0% | -32.5% | -17.0% |
| 1Y | -1.9% | +18.0% | -19.9% | -6.9% |
| All | -1.9% | +15.3% | -17.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling