-11.5%
COF vs ALLE
+14.3%
-25.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | -2.3% | +24.1% | -26.3% | -8.5% |
| 3M | -12.7% | +14.8% | -27.5% | -16.1% |
| 6M | +6.2% | +45.9% | -39.7% | -6.8% |
| YTD | -19.2% | +20.7% | -39.9% | -26.9% |
| 1Y | -11.5% | +14.2% | -25.7% | -16.8% |
| All | -11.5% | +14.3% | -25.8% | -16.8% |
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 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