+30.4%
CIEN vs ACGL
+22.9%
+7.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +2.2% |
| 7D | -9.3% | +1.3% | -10.6% | -7.5% |
| 30D | -39.5% | +14.2% | -53.7% | -28.0% |
| 3M | -29.8% | +11.1% | -40.9% | -18.3% |
| 6M | -50.4% | +16.4% | -66.7% | -38.7% |
| YTD | +16.3% | +13.8% | +2.6% | +47.0% |
| 1Y | +30.4% | +21.6% | +8.8% | +74.0% |
| All | +30.4% | +22.9% | +7.4% | +74.0% |
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