-9.6%
CRS vs ALLE
+14.3%
-23.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +7.4% | +1.6% | +5.8% | +7.2% |
| 30D | -21.2% | +24.1% | -45.3% | -23.8% |
| 3M | -43.3% | +14.8% | -58.1% | -43.3% |
| 6M | -29.4% | +45.9% | -75.3% | -37.9% |
| YTD | -4.7% | +20.7% | -25.4% | -9.4% |
| 1Y | -9.6% | +14.2% | -23.8% | -10.4% |
| All | -9.6% | +14.3% | -23.9% | -10.4% |
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