+104.7%
CSCO vs ALLE
+93.1%
+11.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.6% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -16.7% | +26.6% | -43.3% | -20.2% |
| 3M | -18.4% | +13.2% | -31.6% | -20.2% |
| 6M | +2.9% | +42.9% | -39.9% | -4.3% |
| YTD | +30.4% | +21.0% | +9.4% | +26.0% |
| 1Y | +41.4% | +15.2% | +26.2% | +38.4% |
| 3Y | +104.7% | +95.6% | +9.1% | +66.7% |
| All | +104.7% | +93.1% | +11.6% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling