+304.6%
CIEN vs ALB
-61.7%
+366.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.2% |
| 7D | -24.1% | +9.1% | -33.2% | -26.1% |
| 30D | -45.5% | -3.4% | -42.1% | -45.1% |
| 3M | -39.7% | -20.6% | -19.1% | -36.4% |
| 6M | -57.8% | -48.2% | -9.6% | -50.5% |
| YTD | +4.1% | -29.2% | +33.3% | +12.5% |
| 1Y | +20.8% | +10.0% | +10.8% | +18.0% |
| 3Y | +463.1% | -12.9% | +476.0% | +430.5% |
| All | +304.6% | -61.7% | +366.3% | +319.5% |
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 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