+539.0%
CIEN vs ALK
+13.2%
+525.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.1% |
| 7D | +15.3% | -1.2% | +16.4% | +15.8% |
| 30D | -22.0% | +7.7% | -29.7% | -24.5% |
| 3M | -36.6% | -19.0% | -17.7% | -32.4% |
| 6M | -51.5% | -0.2% | -51.2% | -52.2% |
| YTD | +20.0% | -23.5% | +43.5% | +27.1% |
| 1Y | +44.5% | -9.1% | +53.6% | +44.4% |
| 3Y | +539.0% | +12.0% | +527.0% | +519.7% |
| All | +539.0% | +13.2% | +525.9% | +519.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling