+2.0%
CCL vs ALLE
+327.3%
-325.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +3.3% |
| 30D | +13.1% | +25.3% | -12.2% | -6.2% |
| 3M | +3.3% | +10.3% | -7.0% | -5.2% |
| 6M | +8.7% | +38.0% | -29.3% | -17.5% |
| YTD | -1.6% | +17.8% | -19.4% | -16.1% |
| 1Y | +14.0% | +13.6% | +0.4% | +0.3% |
| 3Y | +145.1% | +89.2% | +55.9% | +36.9% |
| 5Y | +21.2% | +51.1% | -29.8% | -18.6% |
| 10Y | -29.8% | +228.1% | -257.9% | -69.4% |
| All | +2.0% | +327.3% | -325.3% | -61.5% |
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