+582.7%
COR vs ALLE
+331.3%
+251.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.1% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +7.4% | +20.6% | -13.2% | +1.0% |
| 3M | +7.3% | +11.4% | -4.1% | +3.4% |
| 6M | +11.5% | +42.5% | -31.0% | -1.3% |
| YTD | +1.2% | +18.9% | -17.7% | -5.5% |
| 1Y | -3.3% | +14.2% | -17.5% | -8.5% |
| 3Y | +78.5% | +90.7% | -12.2% | +36.4% |
| 5Y | +183.0% | +52.5% | +130.5% | +129.7% |
| 10Y | +545.4% | +231.2% | +314.2% | +278.7% |
| All | +582.7% | +331.3% | +251.4% | +266.5% |
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