+456.6%
CRS vs ALLE
+327.3%
+129.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | -28.8% | +25.3% | -54.2% | -41.3% |
| 3M | -50.0% | +10.3% | -60.3% | -54.9% |
| 6M | -39.2% | +38.0% | -77.2% | -54.3% |
| YTD | -11.4% | +17.8% | -29.2% | -25.4% |
| 1Y | -11.7% | +13.6% | -25.3% | -23.6% |
| 3Y | +319.6% | +89.2% | +230.4% | +129.0% |
| 5Y | +794.8% | +51.1% | +743.7% | +478.3% |
| 10Y | +926.9% | +228.1% | +698.8% | +285.6% |
| All | +456.6% | +327.3% | +129.3% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling