+223.5%
C vs CIEN
+1,137.4%
-913.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.8% |
| 7D | -2.4% | -24.1% | +21.7% | +3.5% |
| 30D | -6.0% | -45.5% | +39.5% | +7.0% |
| 3M | -10.5% | -39.7% | +29.2% | -2.1% |
| 6M | -5.7% | -57.8% | +52.1% | +10.7% |
| YTD | +4.1% | +4.1% | +0.1% | -7.5% |
| 1Y | +20.5% | +20.8% | -0.3% | +1.6% |
| 3Y | +208.1% | +463.1% | -255.0% | +53.1% |
| 5Y | +110.4% | +302.3% | -191.9% | +11.6% |
| All | +223.5% | +1,137.4% | -913.8% | +24.7% |
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