+1,096.6%
CIEN vs ALLY
+189.4%
+907.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.0% |
| 7D | -24.1% | +0.9% | -25.0% | -24.5% |
| 30D | -45.5% | +3.1% | -48.6% | -46.2% |
| 3M | -39.7% | -12.6% | -27.2% | -37.3% |
| 6M | -57.8% | -12.4% | -45.4% | -56.3% |
| YTD | +4.1% | -13.2% | +17.2% | +7.4% |
| 1Y | +20.8% | +1.8% | +19.0% | +18.5% |
| 3Y | +463.1% | +58.0% | +405.2% | +373.6% |
| 5Y | +302.3% | -8.4% | +310.7% | +286.6% |
| All | +1,096.6% | +189.4% | +907.3% | +590.9% |
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