+344.2%
CIEN vs ALC
-10.7%
+354.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.6% |
| 7D | -5.3% | +2.1% | -7.3% | -5.9% |
| 30D | -40.1% | +17.2% | -57.3% | -42.8% |
| 3M | -34.7% | +4.6% | -39.3% | -35.9% |
| 6M | -50.9% | +20.1% | -71.0% | -54.6% |
| YTD | +15.2% | -4.2% | +19.4% | +15.3% |
| 1Y | +35.2% | +2.1% | +33.1% | +31.2% |
| 3Y | +522.6% | +4.5% | +518.1% | +479.5% |
| 5Y | +344.2% | -12.3% | +356.6% | +335.1% |
| All | +344.2% | -10.7% | +354.9% | +335.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling