+1,261.7%
CIEN vs A
+308.8%
+952.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.1% |
| 7D | +8.7% | -0.1% | +8.9% | +9.2% |
| 30D | -26.9% | +3.3% | -30.2% | -27.6% |
| 3M | -23.6% | +18.5% | -42.2% | -29.6% |
| 6M | -49.1% | +59.3% | -108.4% | -60.3% |
| YTD | +26.6% | +31.0% | -4.4% | +8.7% |
| 1Y | +42.7% | +19.3% | +23.4% | +29.0% |
| 3Y | +570.8% | +66.8% | +504.0% | +394.2% |
| 5Y | +386.4% | +15.5% | +370.9% | +324.6% |
| 10Y | +1,261.7% | +312.3% | +949.4% | +466.2% |
| All | +1,261.7% | +308.8% | +952.9% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling