+477.0%
CIEN vs ALB
-44.4%
+521.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +2.3% |
| 7D | -15.2% | -8.1% | -7.1% | -13.3% |
| 30D | -21.5% | +6.3% | -27.7% | -23.0% |
| 3M | -40.1% | -23.6% | -16.5% | -36.1% |
| 6M | -6.6% | -24.6% | +18.0% | -0.4% |
| YTD | +37.3% | -10.3% | +47.5% | +39.9% |
| 1Y | +174.5% | +61.5% | +113.1% | +143.7% |
| 3Y | +562.3% | -34.0% | +596.2% | +564.3% |
| All | +477.0% | -44.4% | +521.4% | +455.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling