+87.9%
CIEN vs ALB
+1,638.7%
-1,550.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | -24.1% | +9.1% | -33.2% | -27.2% |
| 30D | -45.5% | -3.4% | -42.1% | -44.9% |
| 3M | -39.7% | -20.6% | -19.1% | -34.4% |
| 6M | -57.8% | -48.2% | -9.6% | -45.6% |
| YTD | +4.1% | -29.2% | +33.3% | +16.2% |
| 1Y | +20.8% | +10.0% | +10.8% | +11.9% |
| 3Y | +463.1% | -12.9% | +476.0% | +394.1% |
| 5Y | +302.3% | -61.3% | +363.6% | +355.6% |
| 10Y | +1,164.4% | +35.8% | +1,128.6% | +536.3% |
| All | +87.9% | +1,638.7% | -1,550.8% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling