+130.7%
C vs CIEN
+465.8%
-335.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +3.6% | -15.2% | +18.8% | +6.8% |
| 30D | +0.1% | -21.5% | +21.5% | +4.4% |
| 3M | +2.4% | -40.1% | +42.5% | +11.9% |
| 6M | +24.9% | -6.6% | +31.5% | +20.5% |
| YTD | +19.8% | +37.3% | -17.5% | +4.3% |
| 1Y | +44.9% | +174.5% | -129.7% | +4.2% |
| 3Y | +263.0% | +562.3% | -299.3% | +94.8% |
| All | +130.7% | +465.8% | -335.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling