+91.7%
CNC vs ALLE
+146.0%
-54.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | -4.9% | -2.2% | -2.7% | -4.2% |
| 30D | -3.8% | -8.3% | +4.6% | -0.9% |
| 3M | -3.2% | +16.3% | -19.5% | -8.9% |
| 6M | +47.9% | +1.8% | +46.1% | +45.2% |
| YTD | +55.7% | -3.9% | +59.6% | +55.3% |
| 1Y | +106.2% | -10.0% | +116.3% | +111.1% |
| 3Y | -2.1% | +45.8% | -47.9% | -19.8% |
| 5Y | +3.4% | +13.3% | -9.9% | -7.5% |
| 10Y | +91.7% | +155.3% | -63.6% | +18.4% |
| All | +91.7% | +146.0% | -54.3% | +18.4% |
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