+233.8%
COHR vs ALLE
+51.6%
+182.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.6% |
| 7D | +13.1% | +3.6% | +9.6% | +11.1% |
| 30D | -17.2% | +25.9% | -43.0% | -28.5% |
| 3M | -33.3% | +15.8% | -49.1% | -39.6% |
| 6M | -46.0% | +48.1% | -94.0% | -58.8% |
| YTD | +18.2% | +22.0% | -3.8% | +1.3% |
| 1Y | +55.9% | +18.0% | +37.8% | +36.8% |
| 3Y | +544.7% | +93.1% | +451.6% | +272.8% |
| All | +233.8% | +51.6% | +182.2% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling