+181.3%
COP vs ALLE
+260.9%
-79.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 6M | +17.7% | +1.1% | +16.6% | +14.9% |
| YTD | +46.6% | -0.5% | +47.1% | +43.8% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.2% |
| 3Y | +20.7% | +42.3% | -21.6% | -3.9% |
| 5Y | +185.0% | +13.5% | +171.6% | +148.9% |
| 10Y | +347.0% | +144.0% | +203.0% | +162.0% |
| All | +181.3% | +260.9% | -79.6% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling