+24.4%
CP vs ALLE
+49.9%
-25.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | +2.4% | +10.3% | -7.9% | -1.8% |
| 6M | +7.7% | +38.0% | -30.4% | -5.9% |
| YTD | +26.0% | +17.8% | +8.2% | +16.8% |
| 1Y | +34.6% | +13.6% | +21.0% | +26.6% |
| 3Y | +26.7% | +89.2% | -62.5% | -5.2% |
| All | +24.4% | +49.9% | -25.5% | -0.5% |
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