+121.5%
CMI vs ALLE
+55.0%
+66.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +2.5% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -10.9% | +26.6% | -37.5% | -20.2% |
| 3M | -27.3% | +13.2% | -40.5% | -31.6% |
| 6M | -30.9% | +42.9% | -73.8% | -42.2% |
| YTD | -7.7% | +21.0% | -28.7% | -16.7% |
| 1Y | 0.0% | +15.2% | -15.2% | -7.6% |
| 3Y | +130.1% | +95.6% | +34.5% | +60.0% |
| 5Y | +121.5% | +53.4% | +68.1% | +70.7% |
| All | +121.5% | +55.0% | +66.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling