+330.5%
CSCO vs ALLE
+212.2%
+118.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.3% |
| 7D | -2.8% | -0.8% | -1.9% | -2.3% |
| 30D | -12.6% | +27.4% | -40.0% | -21.2% |
| 3M | -16.0% | +13.8% | -29.9% | -20.8% |
| 6M | +2.8% | +45.5% | -42.6% | -13.2% |
| YTD | +33.2% | +21.4% | +11.8% | +20.6% |
| 1Y | +43.1% | +15.4% | +27.8% | +32.3% |
| 3Y | +106.7% | +91.7% | +15.0% | +47.2% |
| 5Y | +103.6% | +54.5% | +49.0% | +57.0% |
| 10Y | +330.5% | +210.5% | +120.0% | +140.1% |
| All | +330.5% | +212.2% | +118.3% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling