+254.0%
COF vs ALLE
+336.8%
-82.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.0% |
| 7D | -6.2% | +0.1% | -6.2% | -6.3% |
| 30D | -1.7% | +25.9% | -27.6% | -16.1% |
| 3M | -10.2% | +14.9% | -25.1% | -18.9% |
| 6M | +4.2% | +42.1% | -37.9% | -19.0% |
| YTD | -18.2% | +20.4% | -38.6% | -29.7% |
| 1Y | -9.7% | +14.9% | -24.6% | -19.9% |
| 3Y | +95.0% | +90.1% | +4.9% | +18.2% |
| 5Y | +36.8% | +53.0% | -16.1% | -5.1% |
| 10Y | +192.6% | +208.8% | -16.2% | +38.1% |
| All | +254.0% | +336.8% | -82.8% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling