+296.9%
COF vs ALLE
+260.9%
+36.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.1% |
| 7D | +1.8% | -0.2% | +2.1% | +2.0% |
| 30D | -0.6% | -6.8% | +6.2% | +4.0% |
| 3M | +20.3% | +21.0% | -0.7% | +4.9% |
| 6M | +13.0% | +1.1% | +11.9% | +10.8% |
| YTD | -8.3% | -0.5% | -7.8% | -9.8% |
| 1Y | -1.5% | -7.3% | +5.8% | +1.2% |
| 3Y | +122.3% | +42.3% | +80.0% | +65.2% |
| 5Y | +52.5% | +13.5% | +39.0% | +30.5% |
| 10Y | +264.9% | +144.0% | +120.8% | +100.7% |
| All | +296.9% | +260.9% | +36.1% | +91.3% |
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