+1,188.7%
CIEN vs ACGL
+332.3%
+856.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.4% |
| 7D | -5.3% | -1.1% | -4.2% | -5.1% |
| 30D | -40.1% | +13.1% | -53.3% | -42.7% |
| 3M | -34.7% | +9.8% | -44.5% | -37.2% |
| 6M | -50.9% | +15.3% | -66.1% | -54.0% |
| YTD | +15.2% | +12.7% | +2.4% | +7.8% |
| 1Y | +35.2% | +20.7% | +14.5% | +23.2% |
| 3Y | +522.6% | +34.3% | +488.3% | +426.2% |
| 5Y | +344.2% | +170.6% | +173.6% | +166.7% |
| 10Y | +1,188.7% | +330.6% | +858.1% | +305.6% |
| All | +1,188.7% | +332.3% | +856.3% | +305.6% |
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