-50.7%
CCI vs ALLE
+13.7%
-64.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | -6.8% | +9.5% | +4.8% |
| 3M | -18.2% | +21.0% | -39.2% | -23.5% |
| 6M | -14.8% | +1.1% | -15.9% | -15.5% |
| YTD | -12.6% | -0.5% | -12.1% | -13.4% |
| 1Y | -16.7% | -7.3% | -9.5% | -15.5% |
| 3Y | -10.5% | +42.3% | -52.8% | -24.5% |
| All | -50.7% | +13.7% | -64.4% | -59.2% |
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 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