-36.9%
CCI vs ALLE
+49.9%
-86.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +28.4% | +25.3% | +3.0% | +19.9% |
| 3M | +20.0% | +10.3% | +9.7% | +16.3% |
| 6M | +0.8% | +38.0% | -37.3% | -9.5% |
| YTD | +3.6% | +17.8% | -14.2% | -2.6% |
| 1Y | +6.1% | +13.6% | -7.5% | +1.1% |
| 3Y | +7.2% | +89.2% | -82.0% | -18.8% |
| All | -36.9% | +49.9% | -86.8% | -48.3% |
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