+1,296.9%
CIEN vs ALK
-34.2%
+1,331.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -15.2% | -0.7% | -14.5% | -15.0% |
| 30D | -21.5% | -19.2% | -2.3% | -16.6% |
| 3M | -40.1% | -1.5% | -38.5% | -40.2% |
| 6M | -6.6% | -13.1% | +6.5% | -4.1% |
| YTD | +37.3% | -16.4% | +53.7% | +41.6% |
| 1Y | +174.5% | -33.1% | +207.6% | +199.4% |
| 3Y | +562.3% | +0.6% | +561.6% | +527.2% |
| 5Y | +463.9% | -26.4% | +490.3% | +467.1% |
| All | +1,296.9% | -34.2% | +1,331.1% | +1,198.6% |
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