+1,188.7%
CIEN vs ALB
+38.2%
+1,150.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -5.3% | +9.5% | -14.7% | -8.0% |
| 30D | -40.1% | -2.1% | -38.0% | -39.9% |
| 3M | -34.7% | -24.1% | -10.5% | -29.9% |
| 6M | -50.9% | -51.0% | +0.1% | -40.6% |
| YTD | +15.2% | -29.3% | +44.5% | +24.9% |
| 1Y | +35.2% | +3.2% | +32.0% | +32.6% |
| 3Y | +522.6% | -9.3% | +531.9% | +476.5% |
| 5Y | +344.2% | -61.6% | +405.8% | +396.8% |
| 10Y | +1,188.7% | +40.8% | +1,147.9% | +682.6% |
| All | +1,188.7% | +38.2% | +1,150.4% | +682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling