+1,311.0%
CIEN vs ALLY
+193.4%
+1,117.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +3.7% | -18.9% | -16.3% |
| 30D | -21.5% | -2.3% | -19.2% | -21.0% |
| 3M | -40.1% | +3.8% | -43.9% | -41.0% |
| 6M | -6.6% | +9.7% | -16.3% | -10.1% |
| YTD | +37.3% | -1.4% | +38.7% | +36.4% |
| 1Y | +174.5% | +8.2% | +166.3% | +164.2% |
| 3Y | +562.3% | +66.5% | +495.8% | +447.1% |
| 5Y | +463.9% | +1.2% | +462.7% | +424.1% |
| All | +1,311.0% | +193.4% | +1,117.6% | +712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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