+565.2%
COR vs ALLE
+260.9%
+304.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +4.5% | -6.8% | +11.3% | +6.8% |
| 3M | +22.7% | +21.0% | +1.6% | +14.9% |
| 6M | -9.7% | +1.1% | -10.8% | -10.7% |
| YTD | -1.4% | -0.5% | -0.9% | -2.4% |
| 1Y | +13.9% | -7.3% | +21.2% | +15.3% |
| 3Y | +94.0% | +42.3% | +51.7% | +64.1% |
| 5Y | +184.0% | +13.5% | +170.6% | +157.5% |
| 10Y | +406.8% | +144.0% | +262.7% | +227.5% |
| All | +565.2% | +260.9% | +304.3% | +278.7% |
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 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