+85.0%
COR vs ALLE
+94.0%
-9.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.9% |
| 7D | +7.8% | +3.6% | +4.3% | +7.7% |
| 30D | +7.0% | +25.9% | -18.9% | +6.2% |
| 3M | +16.3% | +15.8% | +0.5% | +15.7% |
| 6M | +41.3% | +48.1% | -6.8% | +39.7% |
| YTD | +7.1% | +22.0% | -14.8% | +6.6% |
| 1Y | -0.8% | +18.0% | -18.9% | -1.3% |
| 3Y | +85.0% | +93.1% | -8.1% | +88.7% |
| All | +85.0% | +94.0% | -9.0% | +88.7% |
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