+27.1%
CP vs ALLE
+51.8%
-24.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +9.8% | +20.6% | -10.8% | +1.8% |
| 3M | +2.7% | +11.4% | -8.7% | -1.8% |
| 6M | +12.8% | +42.5% | -29.8% | -2.7% |
| YTD | +28.2% | +18.9% | +9.3% | +18.4% |
| 1Y | +34.1% | +14.2% | +20.0% | +25.9% |
| 3Y | +28.9% | +90.7% | -61.8% | -3.8% |
| 5Y | +27.1% | +52.5% | -25.4% | +1.0% |
| All | +27.1% | +51.8% | -24.8% | +1.0% |
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