+1,096.6%
CIEN vs ACGL
+337.7%
+758.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.4% | +6.3% |
| 7D | -24.1% | +0.9% | -25.0% | -24.5% |
| 30D | -45.5% | +13.7% | -59.2% | -47.9% |
| 3M | -39.7% | +8.0% | -47.8% | -41.7% |
| 6M | -57.8% | +13.3% | -71.1% | -60.3% |
| YTD | +4.1% | +11.8% | -7.8% | -2.4% |
| 1Y | +20.8% | +22.2% | -1.4% | +9.4% |
| 3Y | +463.1% | +32.5% | +430.7% | +378.1% |
| 5Y | +302.3% | +160.2% | +142.1% | +145.4% |
| All | +1,096.6% | +337.7% | +758.9% | +324.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling