+18.3%
CCI vs ALLE
+148.2%
-130.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.2% | +2.8% | -2.6% | -0.8% |
| 30D | +0.5% | -7.6% | +8.1% | +3.2% |
| 3M | -16.3% | +22.8% | -39.0% | -22.8% |
| 6M | -13.9% | +4.6% | -18.5% | -16.2% |
| YTD | -12.4% | -1.2% | -11.2% | -13.4% |
| 1Y | -15.2% | -9.1% | -6.0% | -13.5% |
| 3Y | -9.9% | +50.0% | -59.9% | -25.6% |
| 5Y | -50.8% | +15.2% | -66.1% | -56.1% |
| 10Y | +18.3% | +151.1% | -132.8% | -16.9% |
| All | +18.3% | +148.2% | -130.0% | -16.9% |
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