+463.1%
CIEN vs ABCL
+156.0%
+307.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.3% | +4.0% |
| 7D | -24.1% | -3.2% | -20.9% | -23.4% |
| 30D | -45.5% | -7.4% | -38.1% | -44.3% |
| 3M | -39.7% | +81.9% | -121.6% | -46.8% |
| 6M | -57.8% | +135.7% | -193.5% | -65.7% |
| YTD | +4.1% | +247.4% | -243.3% | -23.5% |
| 1Y | +20.8% | +162.3% | -141.4% | -6.2% |
| 3Y | +463.1% | +165.5% | +297.7% | +291.1% |
| All | +463.1% | +156.0% | +307.1% | +291.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling