+1,206.6%
CIEN vs ALB
+34.2%
+1,172.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +27.4% | -3.6% | +31.0% | +28.6% |
| 30D | -26.6% | -2.9% | -23.7% | -26.2% |
| 3M | -32.0% | -25.8% | -6.1% | -26.5% |
| 6M | -49.1% | -53.6% | +4.5% | -37.5% |
| YTD | +25.7% | -32.4% | +58.1% | +38.0% |
| 1Y | +40.3% | -13.0% | +53.4% | +44.0% |
| 3Y | +566.2% | -15.0% | +581.2% | +527.8% |
| 5Y | +378.7% | -63.5% | +442.3% | +443.4% |
| All | +1,206.6% | +34.2% | +1,172.4% | +576.7% |
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