+378.7%
CIEN vs ALK
-31.3%
+410.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +1.0% |
| 7D | +27.4% | +0.9% | +26.5% | +27.0% |
| 30D | -26.6% | +3.3% | -29.9% | -28.0% |
| 3M | -32.0% | -17.6% | -14.4% | -27.5% |
| 6M | -49.1% | +0.8% | -49.9% | -50.3% |
| YTD | +25.7% | -22.4% | +48.1% | +33.1% |
| 1Y | +40.3% | -10.1% | +50.4% | +40.4% |
| 3Y | +566.2% | +14.0% | +552.2% | +470.2% |
| 5Y | +378.7% | -29.8% | +408.6% | +389.3% |
| All | +378.7% | -31.3% | +410.0% | +389.3% |
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