+95.0%
CCI vs ALLE
+327.3%
-232.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 3M | +20.0% | +10.3% | +9.7% | +15.7% |
| 6M | +0.8% | +38.0% | -37.3% | -10.8% |
| YTD | +3.6% | +17.8% | -14.2% | -3.7% |
| 1Y | +6.1% | +13.6% | -7.5% | -0.1% |
| 3Y | +7.2% | +89.2% | -82.0% | -18.0% |
| 5Y | -37.0% | +51.1% | -88.0% | -48.6% |
| 10Y | +54.2% | +228.1% | -174.0% | -5.2% |
| All | +95.0% | +327.3% | -232.3% | +9.6% |
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