+24.9%
COP vs ALLE
+90.7%
-65.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | -9.7% | 0.0% | -9.8% | -9.7% |
| 30D | +4.7% | +20.6% | -15.9% | +1.9% |
| 3M | +18.5% | +11.4% | +7.1% | +16.7% |
| 6M | +11.4% | +42.5% | -31.2% | +4.4% |
| YTD | +47.9% | +18.9% | +29.0% | +45.5% |
| 1Y | +59.3% | +14.2% | +45.2% | +58.6% |
| All | +24.9% | +90.7% | -65.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling