+140.2%
CMS vs ALLE
+211.7%
-71.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.7% | +3.6% | -1.8% | +0.6% |
| 30D | +6.2% | +25.9% | -19.7% | -1.2% |
| 3M | +0.6% | +15.8% | -15.1% | -4.0% |
| 6M | -1.8% | +48.1% | -49.8% | -13.6% |
| YTD | +3.8% | +22.0% | -18.1% | -3.4% |
| 1Y | -1.8% | +18.0% | -19.8% | -7.7% |
| 3Y | +39.8% | +93.1% | -53.3% | +9.7% |
| 5Y | +37.1% | +52.1% | -15.0% | +14.2% |
| All | +140.2% | +211.7% | -71.5% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling