+10.4%
CCL vs ALLE
+14.3%
-3.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | -0.3% | +1.6% | -1.9% | -1.2% |
| 30D | +10.3% | +24.1% | -13.8% | -1.8% |
| 3M | +6.6% | +14.8% | -8.3% | -0.7% |
| 6M | +20.0% | +45.9% | -25.9% | -4.6% |
| YTD | -1.9% | +20.7% | -22.6% | -20.2% |
| 1Y | +10.4% | +14.2% | -3.7% | -2.1% |
| All | +10.4% | +14.3% | -3.9% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling