+500.3%
CIEN vs ACI
+25.9%
+474.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -15.2% | +0.2% | -15.3% | -15.2% |
| 30D | -21.5% | +5.9% | -27.4% | -21.7% |
| 3M | -40.1% | -19.8% | -20.3% | -39.5% |
| 6M | -6.6% | -24.7% | +18.2% | -5.5% |
| YTD | +37.3% | -24.4% | +61.6% | +38.5% |
| 1Y | +174.5% | -31.5% | +206.0% | +180.0% |
| 3Y | +562.3% | -38.7% | +600.9% | +579.0% |
| 5Y | +463.9% | -42.8% | +506.8% | +475.5% |
| All | +500.3% | +25.9% | +474.4% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling