+124.3%
COF vs ALLE
+49.7%
+74.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +1.2% | +2.8% | -1.5% | 0.0% |
| 30D | -1.4% | -7.6% | +6.2% | +2.2% |
| 3M | +19.0% | +22.8% | -3.7% | +7.5% |
| 6M | +14.9% | +4.6% | +10.3% | +11.8% |
| YTD | -10.7% | -1.2% | -9.5% | -11.2% |
| 1Y | -1.3% | -9.1% | +7.9% | +2.1% |
| 3Y | +124.3% | +50.0% | +74.3% | +69.1% |
| All | +124.3% | +49.7% | +74.6% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling