+0.9%
CNC vs ALLE
+50.9%
-50.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +3.5% | -0.2% | +3.8% | +3.5% |
| 30D | +0.1% | -6.8% | +6.9% | +0.5% |
| 3M | +6.9% | +21.0% | -14.1% | +5.3% |
| 6M | +49.0% | +1.1% | +47.9% | +50.1% |
| YTD | +62.9% | -0.5% | +63.5% | +63.6% |
| 1Y | +134.0% | -7.3% | +141.2% | +138.0% |
| All | +0.9% | +50.9% | -50.0% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling