+325.0%
COP vs ALLE
+212.2%
+112.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +0.2% | +27.4% | -27.1% | -10.3% |
| 3M | +10.2% | +13.8% | -3.6% | +3.4% |
| 6M | +20.1% | +45.5% | -25.4% | -0.5% |
| YTD | +50.5% | +21.4% | +29.1% | +34.7% |
| 1Y | +56.8% | +15.4% | +41.4% | +43.7% |
| 3Y | +30.3% | +91.7% | -61.4% | -10.7% |
| 5Y | +126.8% | +54.5% | +72.3% | +69.2% |
| 10Y | +325.0% | +210.5% | +114.4% | +127.3% |
| All | +325.0% | +212.2% | +112.8% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling