+42.5%
C vs CIEN
+154.5%
-112.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +4.7% | +27.4% | -22.6% | -0.4% |
| 30D | +0.2% | -26.6% | +26.7% | +5.4% |
| 3M | -9.3% | -32.0% | +22.6% | -4.3% |
| 6M | -0.8% | -49.1% | +48.2% | +9.2% |
| YTD | +8.5% | +25.7% | -17.2% | -2.9% |
| 1Y | +23.1% | +40.3% | -17.2% | +7.1% |
| 3Y | +220.8% | +566.2% | -345.4% | +95.6% |
| 5Y | +112.4% | +378.7% | -266.3% | +35.5% |
| 10Y | +217.9% | +1,252.3% | -1,034.4% | +59.2% |
| All | +42.5% | +154.5% | -112.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling