+520.9%
COR vs ALLE
+222.4%
+298.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +5.1% | +25.3% | -20.2% | -2.3% |
| 3M | +2.8% | +10.3% | -7.5% | -0.6% |
| 6M | +32.5% | +38.0% | -5.5% | +18.6% |
| YTD | -0.7% | +17.8% | -18.4% | -7.0% |
| 1Y | -6.7% | +13.6% | -20.3% | -11.6% |
| 3Y | +73.7% | +89.2% | -15.5% | +31.8% |
| 5Y | +177.9% | +51.1% | +126.8% | +125.4% |
| All | +520.9% | +222.4% | +298.4% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling