+256.9%
CP vs ALLE
+212.2%
+44.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | -0.7% | -0.8% | +0.2% | -0.3% |
| 30D | +9.6% | +27.4% | -17.7% | -2.1% |
| 3M | +2.2% | +13.8% | -11.6% | -4.0% |
| 6M | +11.1% | +45.5% | -34.4% | -7.4% |
| YTD | +28.2% | +21.4% | +6.8% | +15.6% |
| 1Y | +32.2% | +15.4% | +16.8% | +22.0% |
| 3Y | +35.5% | +91.7% | -56.2% | -3.8% |
| 5Y | +26.8% | +54.5% | -27.8% | -2.6% |
| 10Y | +256.9% | +210.5% | +46.4% | +105.1% |
| All | +256.9% | +212.2% | +44.8% | +105.1% |
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