+299.9%
CRM vs ALLE
+342.5%
-42.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.2% |
| 30D | -7.7% | +25.9% | -33.6% | -17.9% |
| 3M | +8.4% | +15.8% | -7.4% | +0.3% |
| 6M | +31.9% | +48.1% | -16.2% | +6.7% |
| YTD | -17.2% | +22.0% | -39.2% | -27.0% |
| 1Y | -8.6% | +18.0% | -26.7% | -18.2% |
| 3Y | +3.1% | +93.1% | -90.0% | -31.7% |
| 5Y | -27.6% | +52.1% | -79.7% | -46.0% |
| 10Y | +197.6% | +212.0% | -14.4% | +33.1% |
| All | +299.9% | +342.5% | -42.6% | +38.5% |
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