+386.4%
CIEN vs ALLE
+54.3%
+332.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +8.7% | -0.8% | +9.6% | +9.4% |
| 30D | -26.9% | +27.4% | -54.3% | -34.7% |
| 3M | -23.6% | +13.8% | -37.5% | -28.3% |
| 6M | -49.1% | +45.5% | -94.6% | -57.9% |
| YTD | +26.6% | +21.4% | +5.2% | +13.5% |
| 1Y | +42.7% | +15.4% | +27.4% | +31.8% |
| 3Y | +570.8% | +91.7% | +479.1% | +354.6% |
| 5Y | +386.4% | +54.5% | +331.9% | +244.4% |
| All | +386.4% | +54.3% | +332.2% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling