+566.8%
CIEN vs ALM
+2,118.4%
-1,551.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -15.2% | -2.6% | -12.6% | -14.9% |
| 30D | -21.5% | +32.0% | -53.5% | -23.9% |
| 3M | -40.1% | -15.0% | -25.0% | -39.9% |
| 6M | -6.6% | -10.1% | +3.6% | -7.2% |
| YTD | +37.3% | +99.4% | -62.2% | +31.6% |
| 1Y | +174.5% | +316.4% | -141.8% | +156.9% |
| All | +566.8% | +2,118.4% | -1,551.6% | +515.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling