+1,497.0%
CIEN vs ALM
+7,705.7%
-6,208.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -15.2% | -2.6% | -12.6% | -15.2% |
| 30D | -21.5% | +32.0% | -53.5% | -21.5% |
| 3M | -40.1% | -15.0% | -25.0% | -40.1% |
| 6M | -6.6% | -10.1% | +3.6% | -6.6% |
| YTD | +37.3% | +99.4% | -62.2% | +37.2% |
| 1Y | +174.5% | +316.4% | -141.8% | +174.6% |
| 3Y | +562.3% | +2,022.0% | -1,459.7% | +564.0% |
| 5Y | +463.9% | +941.2% | -477.2% | +465.1% |
| 10Y | +1,302.4% | +2,950.3% | -1,648.0% | +1,311.0% |
| All | +1,497.0% | +7,705.7% | -6,208.7% | +1,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling