+1,184.7%
CIEN vs ALM
+2,040.7%
-856.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.2% | +8.3% | +1.5% |
| 7D | -9.3% | -6.3% | -3.0% | -8.9% |
| 30D | -39.5% | -31.4% | -8.1% | -38.0% |
| 3M | -29.8% | -40.6% | +10.8% | -27.7% |
| 6M | -50.4% | -58.6% | +8.3% | -48.1% |
| YTD | +16.3% | -7.6% | +24.0% | +18.5% |
| 1Y | +30.4% | +13.8% | +16.5% | +31.9% |
| 3Y | +516.6% | +842.1% | -325.5% | +492.5% |
| 5Y | +349.8% | +407.4% | -57.7% | +334.3% |
| 10Y | +1,184.7% | +2,079.4% | -894.7% | +1,069.0% |
| All | +1,184.7% | +2,040.7% | -856.0% | +1,069.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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