+250.9%
CP vs ALLE
+222.4%
+28.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +2.8% | -0.6% | +3.3% | +3.0% |
| 30D | +10.2% | +25.3% | -15.1% | -0.9% |
| 3M | +2.4% | +10.3% | -7.9% | -2.5% |
| 6M | +7.7% | +38.0% | -30.4% | -8.1% |
| YTD | +26.0% | +17.8% | +8.2% | +15.2% |
| 1Y | +34.6% | +13.6% | +21.0% | +25.1% |
| 3Y | +26.7% | +89.2% | -62.5% | -9.6% |
| 5Y | +24.9% | +51.1% | -26.2% | -3.1% |
| All | +250.9% | +222.4% | +28.5% | +97.9% |
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