+80.1%
COR vs ALLE
+93.1%
-13.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | +2.3% | -0.6% | +3.0% | +2.4% |
| 30D | +6.8% | +26.6% | -19.8% | +5.9% |
| 3M | +8.1% | +13.2% | -5.1% | +7.6% |
| 6M | +33.0% | +42.9% | -9.9% | +31.6% |
| YTD | +3.0% | +21.0% | -18.1% | +2.5% |
| 1Y | -3.4% | +15.2% | -18.6% | -3.8% |
| 3Y | +80.1% | +95.6% | -15.5% | +83.3% |
| All | +80.1% | +93.1% | -13.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling