+490.3%
CMI vs ALLE
+260.9%
+229.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -13.4% | -6.8% | -6.6% | -10.3% |
| 3M | -17.0% | +21.0% | -38.0% | -25.5% |
| 6M | -1.6% | +1.1% | -2.7% | -3.1% |
| YTD | +11.0% | -0.5% | +11.5% | +9.6% |
| 1Y | +41.9% | -7.3% | +49.2% | +45.1% |
| 3Y | +151.8% | +42.3% | +109.5% | +101.7% |
| 5Y | +163.6% | +13.5% | +150.1% | +133.3% |
| 10Y | +472.9% | +144.0% | +328.9% | +226.9% |
| All | +490.3% | +260.9% | +229.4% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling