-34.0%
CCL vs ALLE
+211.7%
-245.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | -1.2% | +3.6% | -4.7% | -4.0% |
| 30D | +13.1% | +25.9% | -12.8% | -7.6% |
| 3M | +3.4% | +15.8% | -12.4% | -9.5% |
| 6M | +18.7% | +48.1% | -29.4% | -16.8% |
| YTD | -2.3% | +22.0% | -24.2% | -20.0% |
| 1Y | +14.2% | +18.0% | -3.8% | -3.7% |
| 3Y | +133.6% | +93.1% | +40.5% | +21.6% |
| 5Y | +33.5% | +52.1% | -18.6% | -13.9% |
| All | -34.0% | +211.7% | -245.7% | -70.3% |
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 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