-4.1%
CNC vs ALLE
+93.1%
-97.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.0% |
| 7D | +3.0% | -0.6% | +3.7% | +3.1% |
| 30D | +4.9% | +26.6% | -21.7% | +2.8% |
| 3M | +4.2% | +13.2% | -9.0% | +3.0% |
| 6M | +22.5% | +42.9% | -20.4% | +18.8% |
| YTD | +66.6% | +21.0% | +45.5% | +64.5% |
| 1Y | +82.5% | +15.2% | +67.3% | +82.1% |
| 3Y | -4.1% | +95.6% | -99.7% | -12.0% |
| All | -4.1% | +93.1% | -97.2% | -12.0% |
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