+477.0%
CIEN vs ALM
+951.0%
-474.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -15.2% | -2.6% | -12.6% | -15.0% |
| 30D | -21.5% | +32.0% | -53.5% | -23.6% |
| 3M | -40.1% | -15.0% | -25.0% | -39.8% |
| 6M | -6.6% | -10.1% | +3.6% | -7.1% |
| YTD | +37.3% | +99.4% | -62.2% | +31.6% |
| 1Y | +174.5% | +316.4% | -141.8% | +155.8% |
| 3Y | +562.3% | +2,022.0% | -1,459.7% | +481.7% |
| All | +477.0% | +951.0% | -474.0% | +415.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling