+186.4%
COP vs ALLE
+13.7%
+172.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | -6.8% | +24.3% | +19.2% |
| 3M | +13.4% | +21.0% | -7.7% | +7.6% |
| 6M | +17.7% | +1.1% | +16.6% | +17.1% |
| YTD | +46.6% | -0.5% | +47.1% | +46.3% |
| 1Y | +44.6% | -7.3% | +51.9% | +47.0% |
| 3Y | +20.7% | +42.3% | -21.6% | +6.6% |
| All | +186.4% | +13.7% | +172.6% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling