+463.1%
CIEN vs ACGL
+31.5%
+431.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.4% | +4.6% |
| 7D | -24.1% | +0.9% | -25.0% | -23.8% |
| 30D | -45.5% | +13.7% | -59.2% | -43.7% |
| 3M | -39.7% | +8.0% | -47.8% | -38.2% |
| 6M | -57.8% | +13.3% | -71.1% | -56.5% |
| YTD | +4.1% | +11.8% | -7.8% | +7.1% |
| 1Y | +20.8% | +22.2% | -1.4% | +23.2% |
| 3Y | +463.1% | +32.5% | +430.7% | +484.3% |
| All | +463.1% | +31.5% | +431.7% | +484.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling