+48.9%
CIEN vs ABCL
+138.2%
-89.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.4% |
| 7D | -25.0% | -10.0% | -15.1% | -23.5% |
| 30D | -30.1% | -10.9% | -19.3% | -28.8% |
| 3M | -33.8% | +101.6% | -135.4% | -41.9% |
| 6M | -49.4% | +167.5% | -217.0% | -60.3% |
| YTD | +16.4% | +259.1% | -242.7% | -21.5% |
| 1Y | +48.9% | +152.2% | -103.3% | +13.7% |
| All | +48.9% | +138.2% | -89.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling