+365.8%
CNC vs ALLE
+260.9%
+104.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +3.5% | -0.2% | +3.8% | +3.6% |
| 30D | +0.1% | -6.8% | +6.9% | +2.5% |
| 3M | +6.9% | +21.0% | -14.1% | -1.1% |
| 6M | +49.0% | +1.1% | +47.9% | +46.7% |
| YTD | +62.9% | -0.5% | +63.5% | +60.4% |
| 1Y | +134.0% | -7.3% | +141.2% | +136.8% |
| 3Y | +9.4% | +42.3% | -32.8% | -9.6% |
| 5Y | +4.1% | +13.5% | -9.3% | -7.1% |
| 10Y | +95.4% | +144.0% | -48.6% | +17.6% |
| All | +365.8% | +260.9% | +104.9% | +148.1% |
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