+1,444.5%
CRS vs ALLE
+13.7%
+1,430.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -16.6% | -6.8% | -9.8% | -13.3% |
| 3M | -3.5% | +21.0% | -24.5% | -14.8% |
| 6M | +15.4% | +1.1% | +14.3% | +13.7% |
| YTD | +51.2% | -0.5% | +51.7% | +49.5% |
| 1Y | +98.3% | -7.3% | +105.5% | +103.6% |
| 3Y | +651.5% | +42.3% | +609.3% | +457.6% |
| All | +1,444.5% | +13.7% | +1,430.8% | +1,137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling