+253.4%
CP vs ALLE
+344.1%
-90.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.7% |
| 7D | +5.6% | +6.7% | -1.1% | +2.4% |
| 30D | +10.0% | +25.4% | -15.4% | -1.2% |
| 3M | +4.4% | +16.9% | -12.5% | -3.2% |
| 6M | +14.1% | +46.6% | -32.5% | -5.5% |
| YTD | +29.1% | +22.4% | +6.6% | +15.8% |
| 1Y | +34.6% | +17.7% | +16.8% | +22.9% |
| 3Y | +29.8% | +96.3% | -66.6% | -9.2% |
| 5Y | +28.7% | +57.4% | -28.7% | -2.3% |
| 10Y | +267.3% | +241.0% | +26.3% | +84.0% |
| All | +253.4% | +344.1% | -90.7% | +53.7% |
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