+30.4%
CIEN vs ALB
-5.3%
+35.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.3% | +2.7% |
| 7D | -9.3% | +5.3% | -14.6% | -11.8% |
| 30D | -39.5% | -6.3% | -33.2% | -38.1% |
| 3M | -29.8% | -27.4% | -2.4% | -20.9% |
| 6M | -50.4% | -53.1% | +2.7% | -33.6% |
| YTD | +16.3% | -32.3% | +48.7% | +26.2% |
| 1Y | +30.4% | -7.3% | +37.7% | +31.6% |
| All | +30.4% | -5.3% | +35.7% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling