+375.1%
CRM vs ALLE
+260.9%
+114.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +34.3% | -6.8% | +41.1% | +38.9% |
| 3M | +37.7% | +21.0% | +16.7% | +23.9% |
| 6M | +34.9% | +1.1% | +33.8% | +31.9% |
| YTD | -1.6% | -0.5% | -1.1% | -3.7% |
| 1Y | +7.1% | -7.3% | +14.4% | +8.5% |
| 3Y | +19.0% | +42.3% | -23.2% | -7.3% |
| 5Y | -1.3% | +13.5% | -14.7% | -14.4% |
| 10Y | +251.2% | +144.0% | +107.1% | +79.2% |
| All | +375.1% | +260.9% | +114.2% | +82.9% |
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