+477.0%
CIEN vs ACM
+5.0%
+472.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | -3.7% | -11.4% | -13.7% |
| 30D | -21.5% | -11.1% | -10.4% | -17.6% |
| 3M | -40.1% | -8.0% | -32.1% | -38.7% |
| 6M | -6.6% | -29.7% | +23.1% | +11.0% |
| YTD | +37.3% | -29.4% | +66.6% | +59.9% |
| 1Y | +174.5% | -46.4% | +221.0% | +279.6% |
| 3Y | +562.3% | -22.3% | +584.6% | +619.4% |
| All | +477.0% | +5.0% | +472.1% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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