+175.7%
COF vs ALLE
+211.7%
-36.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -3.4% | +3.6% | -6.9% | -5.7% |
| 30D | +0.4% | +25.9% | -25.5% | -15.1% |
| 3M | -12.5% | +15.8% | -28.3% | -21.8% |
| 6M | +8.3% | +48.1% | -39.8% | -19.5% |
| YTD | -18.6% | +22.0% | -40.5% | -31.2% |
| 1Y | -8.6% | +18.0% | -26.7% | -21.1% |
| 3Y | +94.7% | +93.1% | +1.6% | +11.9% |
| 5Y | +35.3% | +52.1% | -16.7% | -8.3% |
| All | +175.7% | +211.7% | -36.0% | +25.7% |
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