+346.1%
COP vs ALLE
+144.1%
+202.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | -6.8% | +24.3% | +20.9% |
| 3M | +13.4% | +21.0% | -7.7% | +2.7% |
| 6M | +17.7% | +1.1% | +16.6% | +15.0% |
| YTD | +46.6% | -0.5% | +47.1% | +44.0% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.4% |
| 3Y | +20.7% | +42.3% | -21.6% | -4.2% |
| 5Y | +185.0% | +13.5% | +171.6% | +150.3% |
| All | +346.1% | +144.1% | +202.0% | +181.3% |
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