+566.8%
CIEN vs ALC
-13.4%
+580.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -15.2% | -2.1% | -13.1% | -14.9% |
| 30D | -21.5% | -0.1% | -21.4% | -21.7% |
| 3M | -40.1% | +5.9% | -46.0% | -41.2% |
| 6M | -6.6% | -15.9% | +9.4% | -1.9% |
| YTD | +37.3% | -10.1% | +47.4% | +40.5% |
| 1Y | +174.5% | -10.2% | +184.8% | +180.2% |
| All | +566.8% | -13.4% | +580.2% | +584.0% |
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