+194.9%
COR vs ALLE
+53.5%
+141.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +7.7% | +25.9% | -18.2% | +5.0% |
| 3M | +7.5% | +14.9% | -7.4% | +5.9% |
| 6M | +34.1% | +42.1% | -8.0% | +29.0% |
| YTD | +3.9% | +20.4% | -16.5% | +1.6% |
| 1Y | -3.6% | +14.9% | -18.5% | -5.2% |
| 3Y | +80.5% | +90.1% | -9.6% | +63.5% |
| 5Y | +194.9% | +53.0% | +141.9% | +177.3% |
| All | +194.9% | +53.5% | +141.4% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling