+1,327.0%
CRS vs ALLE
+148.2%
+1,178.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -3.1% | +2.8% | -5.9% | -5.2% |
| 30D | -19.6% | -7.6% | -12.0% | -14.7% |
| 3M | -8.1% | +22.8% | -30.9% | -22.9% |
| 6M | +18.6% | +4.6% | +14.0% | +12.8% |
| YTD | +45.9% | -1.2% | +47.1% | +44.0% |
| 1Y | +82.5% | -9.1% | +91.6% | +91.2% |
| 3Y | +648.9% | +50.0% | +598.9% | +390.4% |
| 5Y | +1,438.1% | +15.2% | +1,422.9% | +1,150.9% |
| 10Y | +1,327.0% | +151.1% | +1,175.9% | +508.5% |
| All | +1,327.0% | +148.2% | +1,178.7% | +508.5% |
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