-8.3%
CNC vs ALLE
+55.0%
-63.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.2% |
| 7D | +3.0% | -0.6% | +3.7% | +3.2% |
| 30D | +4.9% | +26.6% | -21.7% | +0.8% |
| 3M | +4.2% | +13.2% | -9.0% | +1.9% |
| 6M | +22.5% | +42.9% | -20.4% | +14.9% |
| YTD | +66.6% | +21.0% | +45.5% | +60.6% |
| 1Y | +82.5% | +15.2% | +67.3% | +78.1% |
| 3Y | -4.1% | +95.6% | -99.7% | -18.9% |
| 5Y | -8.3% | +53.4% | -61.8% | -18.0% |
| All | -8.3% | +55.0% | -63.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling