+1,438.7%
CIEN vs ACGL
+263.8%
+1,174.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +7.1% |
| 7D | -5.3% | -2.9% | -2.3% | -4.5% |
| 30D | -17.2% | -2.8% | -14.4% | -16.7% |
| 3M | -26.9% | +6.8% | -33.7% | -29.3% |
| 6M | +16.0% | -1.5% | +17.6% | +14.9% |
| YTD | +45.9% | -0.2% | +46.2% | +42.8% |
| 1Y | +186.8% | +5.3% | +181.5% | +173.7% |
| 3Y | +607.8% | +30.3% | +577.5% | +498.6% |
| 5Y | +506.7% | +151.8% | +354.9% | +271.5% |
| 10Y | +1,438.7% | +266.9% | +1,171.9% | +606.3% |
| All | +1,438.7% | +263.8% | +1,174.9% | +606.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling