+45.9%
CSCO vs ALLE
+18.6%
+27.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.7% |
| 7D | -6.1% | +6.7% | -12.7% | -5.9% |
| 30D | -8.2% | +25.4% | -33.6% | -7.9% |
| 3M | -14.6% | +16.9% | -31.5% | -14.2% |
| 6M | +12.7% | +46.6% | -33.8% | +12.5% |
| YTD | +37.0% | +22.4% | +14.6% | +40.7% |
| 1Y | +45.9% | +17.7% | +28.2% | +49.5% |
| All | +45.9% | +18.6% | +27.4% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling