+1,261.7%
COHR vs ALLE
+342.5%
+919.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.6% |
| 3M | -33.3% | +15.8% | -49.1% | -39.9% |
| 6M | -46.0% | +48.1% | -94.0% | -58.6% |
| YTD | +18.2% | +22.0% | -3.8% | +1.0% |
| 1Y | +55.9% | +18.0% | +37.8% | +35.9% |
| 3Y | +544.7% | +93.1% | +451.6% | +303.6% |
| 5Y | +234.6% | +52.1% | +182.5% | +141.6% |
| 10Y | +656.2% | +212.0% | +444.2% | +268.4% |
| All | +1,261.7% | +342.5% | +919.2% | +491.9% |
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