+463.1%
CIEN vs ALM
+825.4%
-362.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.3% | +5.1% |
| 7D | -24.1% | -6.7% | -17.4% | -23.2% |
| 30D | -45.5% | -32.9% | -12.6% | -42.2% |
| 3M | -39.7% | -39.5% | -0.2% | -35.6% |
| 6M | -57.8% | -62.0% | +4.2% | -53.0% |
| YTD | +4.1% | -7.8% | +11.9% | +9.3% |
| 1Y | +20.8% | +26.7% | -5.9% | +24.6% |
| 3Y | +463.1% | +825.4% | -362.2% | +418.5% |
| All | +463.1% | +825.4% | -362.2% | +418.5% |
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