+28.7%
COP vs ALLE
+93.1%
-64.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | -8.4% | -0.6% | -7.8% | -8.4% |
| 30D | +0.3% | +26.6% | -26.3% | -3.0% |
| 3M | +15.1% | +13.2% | +1.9% | +13.1% |
| 6M | +19.8% | +42.9% | -23.1% | +12.5% |
| YTD | +46.8% | +21.0% | +25.8% | +44.1% |
| 1Y | +59.7% | +15.2% | +44.6% | +59.1% |
| 3Y | +28.7% | +95.6% | -66.9% | +4.0% |
| All | +28.7% | +93.1% | -64.4% | +4.0% |
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 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