+208.8%
C vs CIEN
+1,190.2%
-981.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -0.4% | -9.3% | +9.0% | +1.5% |
| 30D | -5.2% | -39.5% | +34.3% | +5.3% |
| 3M | -9.1% | -29.8% | +20.7% | -4.1% |
| 6M | -1.6% | -50.4% | +48.8% | +11.1% |
| YTD | +6.9% | +16.3% | -9.4% | -7.5% |
| 1Y | +23.0% | +30.4% | -7.4% | +2.0% |
| 3Y | +216.1% | +516.6% | -300.4% | +54.1% |
| 5Y | +112.2% | +349.8% | -237.5% | +9.8% |
| 10Y | +208.8% | +1,184.7% | -975.9% | +18.9% |
| All | +208.8% | +1,190.2% | -981.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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