-3.7%
COF vs ALLE
-11.2%
+7.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | -3.4% | -8.3% | +5.0% | -0.6% |
| 3M | +15.4% | +16.3% | -0.8% | +9.4% |
| 6M | +14.4% | +1.8% | +12.6% | +12.8% |
| YTD | -12.0% | -3.9% | -8.0% | -13.0% |
| 1Y | -3.7% | -10.0% | +6.3% | -4.1% |
| All | -3.7% | -11.2% | +7.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling