-41.6%
CCL vs ALLE
+144.1%
-185.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.8% |
| 30D | -20.3% | -6.8% | -13.5% | -15.5% |
| 3M | -15.1% | +21.0% | -36.2% | -28.7% |
| 6M | -15.1% | +1.1% | -16.2% | -16.7% |
| YTD | -21.8% | -0.5% | -21.2% | -23.2% |
| 1Y | -24.8% | -7.3% | -17.5% | -21.5% |
| 3Y | +51.9% | +42.3% | +9.6% | +4.9% |
| 5Y | +4.0% | +13.5% | -9.4% | -13.1% |
| All | -41.6% | +144.1% | -185.7% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling