-10.8%
CCI vs ALLE
+50.9%
-61.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | -6.8% | +9.5% | +4.1% |
| 3M | -18.2% | +21.0% | -39.2% | -21.8% |
| 6M | -14.8% | +1.1% | -15.9% | -14.8% |
| YTD | -12.6% | -0.5% | -12.1% | -12.8% |
| 1Y | -16.7% | -7.3% | -9.5% | -15.2% |
| All | -10.8% | +50.9% | -61.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling