+48.9%
CIEN vs ALLE
+18.6%
+30.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.8% | -11.0% | -9.2% |
| 7D | -25.0% | +6.7% | -31.7% | -24.9% |
| 30D | -30.1% | +25.4% | -55.5% | -30.4% |
| 3M | -33.8% | +16.9% | -50.7% | -33.2% |
| 6M | -49.4% | +46.6% | -96.0% | -51.4% |
| YTD | +16.4% | +22.4% | -6.0% | +16.9% |
| 1Y | +48.9% | +17.7% | +31.1% | +56.5% |
| All | +48.9% | +18.6% | +30.3% | +56.5% |
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