+477.0%
CIEN vs ACGL
+161.8%
+315.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -15.2% | -0.7% | -14.4% | -15.1% |
| 30D | -21.5% | -1.0% | -20.5% | -21.5% |
| 3M | -40.1% | +11.0% | -51.1% | -41.6% |
| 6M | -6.6% | -0.3% | -6.2% | -7.0% |
| YTD | +37.3% | +2.3% | +35.0% | +35.2% |
| 1Y | +174.5% | +6.4% | +168.2% | +166.9% |
| 3Y | +562.3% | +34.0% | +528.3% | +477.9% |
| All | +477.0% | +161.8% | +315.3% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling