+34.6%
CSCO vs ALLE
+13.1%
+21.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -2.0% |
| 7D | -10.2% | -0.6% | -9.6% | -10.1% |
| 30D | -20.1% | +25.3% | -45.4% | -19.9% |
| 3M | -22.1% | +10.3% | -32.3% | -21.6% |
| 6M | +3.2% | +38.0% | -34.9% | +3.3% |
| YTD | +24.1% | +17.8% | +6.3% | +27.6% |
| 1Y | +34.6% | +13.6% | +21.0% | +38.2% |
| All | +34.6% | +13.1% | +21.4% | +38.2% |
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