+1,188.7%
CIEN vs ALK
-37.5%
+1,226.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.1% | +3.6% | +8.6% |
| 7D | -5.3% | +8.9% | -14.2% | -7.7% |
| 30D | -40.1% | +5.9% | -46.1% | -41.4% |
| 3M | -34.7% | -16.5% | -18.2% | -31.6% |
| 6M | -50.9% | +2.1% | -53.0% | -51.9% |
| YTD | +15.2% | -17.1% | +32.3% | +18.5% |
| 1Y | +35.2% | -2.9% | +38.0% | +32.8% |
| 3Y | +522.6% | +24.5% | +498.1% | +455.6% |
| 5Y | +344.2% | -29.1% | +373.3% | +349.5% |
| 10Y | +1,188.7% | -39.1% | +1,227.8% | +1,150.2% |
| All | +1,188.7% | -37.5% | +1,226.1% | +1,150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling