-4.5%
CRS vs ALLE
+18.6%
-23.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.8% |
| 7D | +4.3% | +6.7% | -2.3% | +3.6% |
| 30D | -25.5% | +25.4% | -50.9% | -28.1% |
| 3M | -48.7% | +16.9% | -65.7% | -49.0% |
| 6M | -31.6% | +46.6% | -78.2% | -39.9% |
| YTD | -7.0% | +22.4% | -29.5% | -12.1% |
| 1Y | -4.5% | +17.7% | -22.2% | -7.7% |
| All | -4.5% | +18.6% | -23.1% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling