+60.7%
COP vs ALLE
+18.6%
+42.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -6.9% | -5.0% |
| 7D | -8.1% | +6.7% | -14.8% | -7.5% |
| 30D | +6.7% | +25.4% | -18.7% | +9.0% |
| 3M | +16.9% | +16.9% | -0.1% | +18.5% |
| 6M | +11.2% | +46.6% | -35.4% | +14.8% |
| YTD | +49.5% | +22.4% | +27.1% | +59.3% |
| 1Y | +60.7% | +17.7% | +43.0% | +71.0% |
| All | +60.7% | +18.6% | +42.1% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling