+10.2%
CRM vs ALLE
+44.7%
-34.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.5% |
| 30D | +23.6% | -8.3% | +32.0% | +26.0% |
| 3M | +39.6% | +16.3% | +23.3% | +34.7% |
| 6M | +23.4% | +1.8% | +21.6% | +23.1% |
| YTD | -7.4% | -3.9% | -3.4% | -6.4% |
| 1Y | -2.3% | -10.0% | +7.7% | +1.0% |
| All | +10.2% | +44.7% | -34.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling