+1,697.2%
ACN vs CIEN
+38.5%
+1,658.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -1.5% | -15.2% | +13.7% | +0.8% |
| 30D | +9.4% | -21.5% | +30.8% | +12.8% |
| 3M | +5.6% | -40.1% | +45.7% | +12.2% |
| 6M | -9.3% | -6.6% | -2.7% | -12.5% |
| YTD | -29.0% | +37.3% | -66.2% | -36.5% |
| 1Y | -24.7% | +174.5% | -199.2% | -40.9% |
| 3Y | -39.8% | +562.3% | -602.1% | -61.1% |
| 5Y | -40.9% | +463.9% | -504.9% | -61.3% |
| 10Y | +91.1% | +1,302.4% | -1,211.2% | +4.2% |
| All | +1,697.2% | +38.5% | +1,658.7% | +812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling