+801.7%
CRS vs ALLE
+211.7%
+590.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.4% |
| 7D | +4.8% | +3.6% | +1.2% | +2.3% |
| 30D | -23.2% | +25.9% | -49.1% | -36.8% |
| 3M | -45.5% | +15.8% | -61.3% | -52.5% |
| 6M | -33.1% | +48.1% | -81.2% | -52.4% |
| YTD | -7.2% | +22.0% | -29.2% | -23.8% |
| 1Y | -10.0% | +18.0% | -28.1% | -24.2% |
| 3Y | +332.3% | +93.1% | +239.2% | +129.1% |
| 5Y | +801.9% | +52.1% | +749.8% | +477.6% |
| All | +801.7% | +211.7% | +590.1% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling