+179.3%
CIEN vs ACI
-34.0%
+213.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +5.0% |
| 7D | -5.3% | -2.6% | -2.7% | -6.1% |
| 30D | -17.2% | +1.1% | -18.3% | -16.7% |
| 3M | -26.9% | -23.6% | -3.2% | -32.3% |
| 6M | +16.0% | -29.9% | +46.0% | +5.0% |
| YTD | +45.9% | -26.9% | +72.8% | +35.5% |
| All | +179.3% | -34.0% | +213.4% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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