+242.1%
CP vs ALLE
+260.9%
-18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | +0.2% | -6.8% | +7.0% | +3.5% |
| 3M | +2.6% | +21.0% | -18.5% | -6.8% |
| 6M | +6.0% | +1.1% | +4.9% | +4.6% |
| YTD | +24.9% | -0.5% | +25.5% | +23.8% |
| 1Y | +20.1% | -7.3% | +27.4% | +22.8% |
| 3Y | +16.4% | +42.3% | -25.9% | -5.0% |
| 5Y | +31.7% | +13.5% | +18.3% | +17.3% |
| 10Y | +223.9% | +144.0% | +79.8% | +90.7% |
| All | +242.1% | +260.9% | -18.7% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling