+169.5%
CMI vs ALLE
+17.0%
+152.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +1.9% | +2.8% | -0.9% | +0.6% |
| 30D | -12.5% | -7.6% | -4.9% | -9.3% |
| 3M | -16.2% | +22.8% | -39.0% | -24.7% |
| 6M | +4.9% | +4.6% | +0.3% | +1.8% |
| YTD | +11.1% | -1.2% | +12.4% | +10.3% |
| 1Y | +43.4% | -9.1% | +52.5% | +48.2% |
| 3Y | +154.1% | +50.0% | +104.1% | +100.4% |
| 5Y | +169.5% | +15.2% | +154.2% | +143.0% |
| All | +169.5% | +17.0% | +152.5% | +143.0% |
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