+130.1%
CMI vs ALLE
+93.1%
+37.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +2.6% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -10.9% | +26.6% | -37.5% | -18.9% |
| 3M | -27.3% | +13.2% | -40.5% | -30.8% |
| 6M | -30.9% | +42.9% | -73.8% | -40.9% |
| YTD | -7.7% | +21.0% | -28.7% | -15.4% |
| 1Y | 0.0% | +15.2% | -15.2% | -6.2% |
| 3Y | +130.1% | +95.6% | +34.5% | +70.9% |
| All | +130.1% | +93.1% | +37.0% | +70.9% |
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 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