+105.9%
C vs CIEN
+301.0%
-195.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.5% |
| 7D | -2.4% | -24.1% | +21.7% | +2.2% |
| 30D | -6.0% | -45.5% | +39.5% | +4.2% |
| 3M | -10.5% | -39.7% | +29.2% | -3.8% |
| 6M | -5.7% | -57.8% | +52.1% | +7.3% |
| YTD | +4.1% | +4.1% | +0.1% | -6.4% |
| 1Y | +20.5% | +20.8% | -0.3% | +3.5% |
| 3Y | +208.1% | +463.1% | -255.0% | +64.9% |
| All | +105.9% | +301.0% | -195.0% | +13.3% |
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