+1,784.4%
COHR vs ALLE
+258.4%
+1,526.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.5% |
| 7D | +11.0% | +2.8% | +8.2% | +9.1% |
| 30D | -20.4% | -7.6% | -12.7% | -16.5% |
| 3M | -24.9% | +22.8% | -47.7% | -34.6% |
| 6M | +28.1% | +4.6% | +23.5% | +23.0% |
| YTD | +63.6% | -1.2% | +64.8% | +61.0% |
| 1Y | +205.9% | -9.1% | +215.1% | +216.5% |
| 3Y | +809.3% | +50.0% | +759.3% | +574.6% |
| 5Y | +397.1% | +15.2% | +381.8% | +329.4% |
| 10Y | +1,238.1% | +151.1% | +1,087.0% | +652.5% |
| All | +1,784.4% | +258.4% | +1,526.0% | +843.4% |
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