+516.6%
CIEN vs ACI
-31.6%
+548.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +1.6% |
| 7D | -9.3% | -0.6% | -8.7% | -9.4% |
| 30D | -39.5% | +9.5% | -49.0% | -37.7% |
| 3M | -29.8% | +10.1% | -39.9% | -27.4% |
| 6M | -50.4% | -15.4% | -35.0% | -50.1% |
| YTD | +16.3% | -19.5% | +35.9% | +16.5% |
| 1Y | +30.4% | -21.0% | +51.3% | +30.6% |
| 3Y | +516.6% | -31.2% | +547.8% | +456.3% |
| All | +516.6% | -31.6% | +548.2% | +456.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling