+1,438.7%
CIEN vs ALB
+78.9%
+1,359.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.6% |
| 7D | -5.3% | -4.4% | -0.9% | -4.0% |
| 30D | -17.2% | -1.2% | -16.1% | -17.2% |
| 3M | -26.9% | -13.3% | -13.6% | -24.4% |
| 6M | +16.0% | -19.8% | +35.8% | +22.2% |
| YTD | +45.9% | -7.9% | +53.9% | +47.6% |
| 1Y | +186.8% | +60.2% | +126.6% | +148.5% |
| 3Y | +607.8% | -26.4% | +634.2% | +597.8% |
| 5Y | +506.7% | -42.5% | +549.3% | +503.6% |
| 10Y | +1,438.7% | +83.0% | +1,355.7% | +795.5% |
| All | +1,438.7% | +78.9% | +1,359.8% | +795.5% |
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