+25.9%
CSCO vs ALLE
+15.3%
+10.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.2% | -6.3% |
| 7D | +1.9% | +3.6% | -1.6% | +1.8% |
| 30D | -15.8% | +25.9% | -41.7% | -15.9% |
| 3M | -15.4% | +15.8% | -31.1% | -15.1% |
| 6M | -5.4% | +48.1% | -53.5% | -6.2% |
| YTD | +26.5% | +22.0% | +4.5% | +28.7% |
| 1Y | +25.9% | +18.0% | +7.9% | +28.7% |
| All | +25.9% | +15.3% | +10.6% | +28.7% |
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 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