-42.9%
ACN vs CIEN
+514.2%
-557.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -4.5% |
| 7D | -4.8% | -5.3% | +0.5% | -4.6% |
| 30D | +1.9% | -17.2% | +19.1% | +2.9% |
| 3M | +3.9% | -26.9% | +30.7% | +5.6% |
| 6M | -15.0% | +16.0% | -31.0% | -21.0% |
| YTD | -31.9% | +45.9% | -77.8% | -40.1% |
| 1Y | -28.5% | +186.8% | -215.3% | -46.1% |
| 3Y | -41.9% | +607.8% | -649.7% | -67.9% |
| 5Y | -42.9% | +506.7% | -549.6% | -66.9% |
| All | -42.9% | +514.2% | -557.0% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling