-14.3%
ACN vs CIEN
+527.8%
-542.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.7% |
| 7D | +1.6% | -9.3% | +10.9% | +1.2% |
| 30D | +24.6% | -39.5% | +64.1% | +22.5% |
| 3M | +46.2% | -29.8% | +76.0% | +44.5% |
| 6M | +46.2% | -50.4% | +96.5% | +44.9% |
| YTD | -0.9% | +16.3% | -17.2% | -7.7% |
| 1Y | +8.8% | +30.4% | -21.6% | -0.2% |
| 3Y | -14.3% | +516.6% | -530.9% | -40.5% |
| All | -14.3% | +527.8% | -542.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 3y: compounded portfolio wealth divided by compounded CIEN 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…
3y analysis · Full analysis span regression · 6 months rolling