-27.7%
CRM vs ALLE
+52.7%
-80.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.2% | +1.6% | -3.7% | -2.8% |
| 30D | -8.6% | +24.1% | -32.7% | -17.2% |
| 3M | +12.7% | +14.8% | -2.1% | +5.6% |
| 6M | +27.6% | +45.9% | -18.3% | +6.1% |
| YTD | -17.3% | +20.7% | -38.1% | -25.4% |
| 1Y | -10.8% | +14.2% | -25.0% | -17.2% |
| 3Y | +3.8% | +90.7% | -86.9% | -32.8% |
| 5Y | -27.7% | +50.6% | -78.2% | -44.8% |
| All | -27.7% | +52.7% | -80.4% | -44.8% |
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