+183.8%
COP vs ALLE
+331.3%
-147.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.2% |
| 7D | -9.7% | 0.0% | -9.8% | -9.9% |
| 30D | +4.7% | +20.6% | -15.9% | -4.0% |
| 3M | +18.5% | +11.4% | +7.1% | +12.2% |
| 6M | +11.4% | +42.5% | -31.2% | -6.9% |
| YTD | +47.9% | +18.9% | +29.0% | +33.5% |
| 1Y | +59.3% | +14.2% | +45.2% | +46.4% |
| 3Y | +23.6% | +90.7% | -67.1% | -14.5% |
| 5Y | +113.1% | +52.5% | +60.6% | +60.1% |
| 10Y | +329.1% | +231.2% | +97.9% | +118.8% |
| All | +183.8% | +331.3% | -147.6% | +34.0% |
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 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