+477.0%
CIEN vs ALLE
+13.7%
+463.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.9% |
| 3M | -40.1% | +21.0% | -61.1% | -45.9% |
| 6M | -6.6% | +1.1% | -7.7% | -7.5% |
| YTD | +37.3% | -0.5% | +37.8% | +35.3% |
| 1Y | +174.5% | -7.3% | +181.8% | +180.9% |
| 3Y | +562.3% | +42.3% | +520.0% | +424.5% |
| All | +477.0% | +13.7% | +463.3% | +368.4% |
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