+147.9%
CIEN vs ACGL
+5,321.8%
-5,174.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | -15.2% | -0.7% | -14.4% | -15.0% |
| 30D | -21.5% | -1.0% | -20.5% | -21.4% |
| 3M | -40.1% | +11.0% | -51.1% | -43.1% |
| 6M | -6.6% | -0.3% | -6.2% | -7.9% |
| YTD | +37.3% | +2.3% | +35.0% | +33.0% |
| 1Y | +174.5% | +6.4% | +168.2% | +160.7% |
| 3Y | +562.3% | +34.0% | +528.3% | +457.7% |
| 5Y | +463.9% | +161.6% | +302.3% | +255.4% |
| 10Y | +1,302.4% | +278.6% | +1,023.8% | +624.9% |
| All | +147.9% | +5,321.8% | -5,174.0% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling