+270.6%
C vs CIEN
+562.0%
-291.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +3.6% | -15.2% | +18.8% | +6.5% |
| 30D | +0.1% | -21.5% | +21.5% | +3.9% |
| 3M | +2.4% | -40.1% | +42.5% | +10.9% |
| 6M | +24.9% | -6.6% | +31.5% | +20.5% |
| YTD | +19.8% | +37.3% | -17.5% | +4.9% |
| 1Y | +44.9% | +174.5% | -129.7% | +5.1% |
| All | +270.6% | +562.0% | -291.4% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling