+539.0%
CIEN vs ALC
+4.4%
+534.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.8% | -4.5% |
| 7D | +15.3% | -1.1% | +16.4% | +15.3% |
| 30D | -22.0% | +16.0% | -38.0% | -22.6% |
| 3M | -36.6% | +0.8% | -37.5% | -36.2% |
| 6M | -51.5% | +16.8% | -68.3% | -52.9% |
| YTD | +20.0% | -5.5% | +25.4% | +23.1% |
| 1Y | +44.5% | -5.3% | +49.7% | +47.8% |
| 3Y | +539.0% | +4.1% | +535.0% | +536.6% |
| All | +539.0% | +4.4% | +534.7% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling