+1,146.8%
CIEN vs A
+302.9%
+844.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | +15.3% | -0.5% | +15.7% | +15.6% |
| 30D | -22.0% | 0.0% | -22.0% | -21.4% |
| 3M | -36.6% | +16.7% | -53.3% | -41.2% |
| 6M | -51.5% | +54.8% | -106.3% | -61.6% |
| YTD | +20.0% | +28.8% | -8.8% | +3.8% |
| 1Y | +44.5% | +19.3% | +25.1% | +30.3% |
| 3Y | +539.0% | +65.5% | +473.5% | +371.9% |
| 5Y | +356.8% | +12.1% | +344.8% | +304.9% |
| All | +1,146.8% | +302.9% | +844.0% | +385.3% |
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