+52.0%
CVS vs ALLE
+233.6%
-181.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.8% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | -0.3% | +26.6% | -27.0% | -8.3% |
| 3M | -10.3% | +13.2% | -23.5% | -14.4% |
| 6M | -4.6% | +42.9% | -47.5% | -16.6% |
| YTD | +10.7% | +21.0% | -10.3% | +2.1% |
| 1Y | +11.2% | +15.2% | -3.9% | +4.4% |
| 3Y | +43.0% | +95.6% | -52.6% | +7.5% |
| 5Y | +8.6% | +53.4% | -44.8% | -12.1% |
| 10Y | +52.0% | +221.5% | -169.5% | -6.5% |
| All | +52.0% | +233.6% | -181.7% | -6.5% |
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