+240.0%
COF vs ALLE
+154.9%
+85.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -6.1% | -2.8% | -3.3% | -4.2% |
| 30D | -5.2% | -10.2% | +5.0% | +2.1% |
| 3M | +17.0% | +17.4% | -0.4% | +3.4% |
| 6M | +12.9% | +3.3% | +9.6% | +8.7% |
| YTD | -13.5% | -4.2% | -9.3% | -12.8% |
| 1Y | -5.9% | -10.5% | +4.7% | -0.7% |
| 3Y | +117.1% | +45.4% | +71.7% | +54.1% |
| 5Y | +45.4% | +11.9% | +33.5% | +24.0% |
| All | +240.0% | +154.9% | +85.2% | +79.8% |
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