+547.4%
CSCO vs ALLE
+327.3%
+220.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -20.1% | +25.3% | -45.4% | -27.5% |
| 3M | -22.4% | +10.3% | -32.6% | -25.9% |
| 6M | +2.8% | +38.0% | -35.2% | -11.6% |
| YTD | +23.6% | +17.8% | +5.8% | +13.0% |
| 1Y | +34.0% | +13.6% | +20.4% | +24.3% |
| 3Y | +89.3% | +89.2% | +0.1% | +35.5% |
| 5Y | +87.9% | +51.1% | +36.8% | +46.0% |
| 10Y | +314.9% | +228.1% | +86.8% | +117.0% |
| All | +547.4% | +327.3% | +220.1% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling