+1,184.7%
CIEN vs ACGL
+332.0%
+852.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -9.3% | +1.3% | -10.6% | -9.8% |
| 30D | -39.5% | +14.2% | -53.7% | -42.2% |
| 3M | -29.8% | +11.1% | -40.9% | -32.7% |
| 6M | -50.4% | +16.4% | -66.7% | -53.6% |
| YTD | +16.3% | +13.8% | +2.6% | +8.6% |
| 1Y | +30.4% | +21.6% | +8.8% | +18.6% |
| 3Y | +516.6% | +33.5% | +483.0% | +423.2% |
| 5Y | +349.8% | +174.8% | +174.9% | +168.6% |
| 10Y | +1,184.7% | +330.4% | +854.3% | +315.1% |
| All | +1,184.7% | +332.0% | +852.7% | +315.1% |
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