-36.4%
CCI vs ALLE
+52.7%
-89.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | +12.7% | +24.1% | -11.4% | +5.6% |
| 3M | +23.0% | +14.8% | +8.2% | +17.8% |
| 6M | +0.6% | +45.9% | -45.3% | -11.3% |
| YTD | +4.9% | +20.7% | -15.9% | -2.1% |
| 1Y | +0.7% | +14.2% | -13.5% | -4.0% |
| 3Y | +10.2% | +90.7% | -80.5% | -16.6% |
| 5Y | -36.4% | +50.6% | -87.0% | -47.4% |
| All | -36.4% | +52.7% | -89.2% | -47.4% |
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