+174.5%
CIEN vs ABCL
+186.8%
-12.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -15.2% | +0.7% | -15.9% | -15.3% |
| 30D | -21.5% | +93.1% | -114.6% | -31.4% |
| 3M | -40.1% | +79.4% | -119.5% | -47.6% |
| 6M | -6.6% | +214.9% | -221.4% | -31.3% |
| YTD | +37.3% | +234.2% | -197.0% | -3.8% |
| 1Y | +174.5% | +174.8% | -0.2% | +107.2% |
| All | +174.5% | +186.8% | -12.3% | +107.2% |
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