-33.8%
CCL vs ALLE
+208.6%
-242.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -3.9% |
| 7D | -0.3% | +1.6% | -1.9% | -1.6% |
| 30D | +10.3% | +24.1% | -13.8% | -8.8% |
| 3M | +6.6% | +14.8% | -8.3% | -6.0% |
| 6M | +20.0% | +45.9% | -25.9% | -14.8% |
| YTD | -1.9% | +20.7% | -22.6% | -19.0% |
| 1Y | +10.4% | +14.2% | -3.7% | -4.1% |
| 3Y | +134.8% | +90.7% | +44.1% | +23.6% |
| 5Y | +34.0% | +50.6% | -16.5% | -12.9% |
| All | -33.8% | +208.6% | -242.4% | -69.9% |
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