+48.9%
CIEN vs ACGL
+28.7%
+20.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.0% | -5.8% |
| 7D | -25.0% | +8.0% | -33.0% | -16.7% |
| 30D | -30.1% | +17.3% | -47.4% | -14.3% |
| 3M | -33.8% | +11.2% | -45.0% | -22.5% |
| 6M | -49.4% | +18.2% | -67.6% | -36.4% |
| YTD | +16.4% | +15.4% | +1.0% | +49.6% |
| 1Y | +48.9% | +26.5% | +22.3% | +107.4% |
| All | +48.9% | +28.7% | +20.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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