+40.1%
C vs CIEN
+133.2%
-93.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | +0.3% |
| 7D | -0.9% | -5.3% | +4.4% | -0.3% |
| 30D | -5.4% | -40.1% | +34.7% | +3.6% |
| 3M | -9.2% | -34.7% | +25.5% | -3.5% |
| 6M | -1.8% | -50.9% | +49.0% | +8.9% |
| YTD | +6.7% | +15.2% | -8.5% | -2.8% |
| 1Y | +23.5% | +35.2% | -11.6% | +8.3% |
| 3Y | +219.8% | +522.6% | -302.8% | +97.8% |
| 5Y | +112.4% | +344.2% | -231.8% | +37.6% |
| 10Y | +220.1% | +1,188.7% | -968.6% | +61.9% |
| All | +40.1% | +133.2% | -93.1% | -44.6% |
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