+126.8%
COP vs ALLE
+54.3%
+72.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +0.2% | +27.4% | -27.1% | -4.9% |
| 3M | +10.2% | +13.8% | -3.6% | +7.0% |
| 6M | +20.1% | +45.5% | -25.4% | +9.5% |
| YTD | +50.5% | +21.4% | +29.1% | +43.8% |
| 1Y | +56.8% | +15.4% | +41.4% | +52.0% |
| 3Y | +30.3% | +91.7% | -61.4% | +7.0% |
| 5Y | +126.8% | +54.5% | +72.3% | +100.2% |
| All | +126.8% | +54.3% | +72.5% | +100.2% |
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