+64.5%
CCI vs ALLE
+260.9%
-196.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | -6.8% | +9.5% | +5.1% |
| 3M | -18.2% | +21.0% | -39.2% | -24.1% |
| 6M | -14.8% | +1.1% | -15.9% | -16.0% |
| YTD | -12.6% | -0.5% | -12.1% | -13.7% |
| 1Y | -16.7% | -7.3% | -9.5% | -15.8% |
| 3Y | -10.5% | +42.3% | -52.8% | -24.1% |
| 5Y | -51.4% | +13.5% | -64.9% | -56.2% |
| 10Y | +20.0% | +144.0% | -124.0% | -18.4% |
| All | +64.5% | +260.9% | -196.3% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling