+1,311.0%
CIEN vs ALLE
+145.7%
+1,165.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -15.2% | -0.2% | -14.9% | -15.1% |
| 30D | -21.5% | -6.8% | -14.7% | -18.8% |
| 3M | -40.1% | +21.0% | -61.1% | -46.1% |
| 6M | -6.6% | +1.1% | -7.7% | -7.8% |
| YTD | +37.3% | -0.5% | +37.8% | +35.0% |
| 1Y | +174.5% | -7.3% | +181.8% | +180.0% |
| 3Y | +562.3% | +42.3% | +520.0% | +429.1% |
| 5Y | +463.9% | +13.5% | +450.5% | +395.0% |
| All | +1,311.0% | +145.7% | +1,165.3% | +696.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling