+13.0%
CVS vs ALLE
+51.6%
-38.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +6.6% | +3.6% | +3.0% | +5.8% |
| 30D | -0.4% | +25.9% | -26.3% | -5.5% |
| 3M | -5.3% | +15.8% | -21.0% | -8.5% |
| 6M | -7.7% | +48.1% | -55.8% | -16.2% |
| YTD | +16.0% | +22.0% | -5.9% | +10.1% |
| 1Y | +16.2% | +18.0% | -1.8% | +11.2% |
| 3Y | +47.6% | +93.1% | -45.5% | +22.1% |
| All | +13.0% | +51.6% | -38.7% | -3.1% |
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