+1,146.8%
CIEN vs ALM
+2,100.8%
-954.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.7% | -12.3% | -5.1% |
| 7D | +15.3% | +1.2% | +14.0% | +15.1% |
| 30D | -22.0% | -19.3% | -2.7% | -20.9% |
| 3M | -36.6% | -40.6% | +4.0% | -34.7% |
| 6M | -51.5% | -57.9% | +6.5% | -49.3% |
| YTD | +20.0% | -6.7% | +26.7% | +22.1% |
| 1Y | +44.5% | +20.2% | +24.3% | +45.9% |
| 3Y | +539.0% | +879.4% | -340.4% | +513.1% |
| 5Y | +356.8% | +415.3% | -58.4% | +340.6% |
| All | +1,146.8% | +2,100.8% | -954.0% | +1,030.0% |
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