+378.7%
CIEN vs ACWI
+60.2%
+318.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.3% |
| 7D | +27.4% | +2.7% | +24.7% | +22.2% |
| 30D | -26.6% | -2.6% | -24.0% | -22.0% |
| 3M | -32.0% | -3.2% | -28.8% | -26.7% |
| 6M | -49.1% | +1.9% | -50.9% | -48.9% |
| YTD | +25.7% | +11.3% | +14.4% | +11.4% |
| 1Y | +40.3% | +11.7% | +28.7% | +24.6% |
| 3Y | +566.2% | +74.4% | +491.8% | +241.7% |
| 5Y | +378.7% | +59.5% | +319.3% | +162.9% |
| All | +378.7% | +60.2% | +318.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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