+35.4%
CMS vs ALLE
+51.8%
-16.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | +8.6% | +20.6% | -12.0% | +3.7% |
| 3M | -0.5% | +11.4% | -11.9% | -3.2% |
| 6M | -4.2% | +42.5% | -46.7% | -12.6% |
| YTD | +3.4% | +18.9% | -15.4% | -1.6% |
| 1Y | +0.4% | +14.2% | -13.7% | -3.5% |
| 3Y | +38.2% | +90.7% | -52.5% | +13.7% |
| 5Y | +35.4% | +52.5% | -17.1% | +14.5% |
| All | +35.4% | +51.8% | -16.4% | +14.5% |
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