+304.6%
CIEN vs ALK
-34.8%
+339.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.8% | +5.2% |
| 7D | -24.1% | +9.0% | -33.2% | -27.0% |
| 30D | -45.5% | -1.6% | -43.8% | -45.5% |
| 3M | -39.7% | -23.2% | -16.5% | -34.2% |
| 6M | -57.8% | -3.9% | -53.9% | -58.2% |
| YTD | +4.1% | -22.6% | +26.7% | +10.2% |
| 1Y | +20.8% | -5.3% | +26.1% | +18.4% |
| 3Y | +463.1% | +18.6% | +444.6% | +373.8% |
| All | +304.6% | -34.8% | +339.3% | +318.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling