-4.7%
CRM vs ALLE
+11.9%
-16.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.0% |
| 30D | +23.6% | -8.3% | +32.0% | +28.4% |
| 3M | +39.6% | +16.3% | +23.3% | +29.3% |
| 6M | +23.4% | +1.8% | +21.6% | +21.0% |
| YTD | -7.4% | -3.9% | -3.4% | -7.2% |
| 1Y | -2.3% | -10.0% | +7.7% | +1.1% |
| 3Y | +10.5% | +45.8% | -35.3% | -17.9% |
| 5Y | -4.7% | +13.3% | -18.0% | -19.1% |
| All | -4.7% | +11.9% | -16.6% | -19.1% |
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