+319.6%
CRS vs ALLE
+88.9%
+230.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -28.8% | +25.3% | -54.2% | -34.3% |
| 3M | -50.0% | +10.3% | -60.3% | -51.4% |
| 6M | -39.2% | +38.0% | -77.2% | -46.6% |
| YTD | -11.4% | +17.8% | -29.2% | -17.2% |
| 1Y | -11.7% | +13.6% | -25.3% | -16.2% |
| 3Y | +319.6% | +89.2% | +230.4% | +197.8% |
| All | +319.6% | +88.9% | +230.8% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling