+905.1%
CRS vs ALLE
+233.6%
+671.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.8% | +6.9% | +7.7% |
| 7D | +4.9% | -0.6% | +5.6% | +5.5% |
| 30D | -20.8% | +26.6% | -47.4% | -35.1% |
| 3M | -46.4% | +13.2% | -59.6% | -52.5% |
| 6M | -28.6% | +42.9% | -71.4% | -47.7% |
| YTD | -2.8% | +21.0% | -23.9% | -19.7% |
| 1Y | -6.7% | +15.2% | -21.9% | -19.9% |
| 3Y | +368.0% | +95.6% | +272.4% | +145.0% |
| 5Y | +852.9% | +53.4% | +799.5% | +504.7% |
| 10Y | +905.1% | +221.5% | +683.6% | +301.8% |
| All | +905.1% | +233.6% | +671.5% | +301.8% |
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