+1,431.9%
CIEN vs A
+247.2%
+1,184.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +5.4% | -4.6% | +10.0% | +7.8% |
| 30D | -13.7% | -4.3% | -9.4% | -11.8% |
| 3M | -23.0% | +8.9% | -32.0% | -26.5% |
| 6M | -0.8% | +24.5% | -25.3% | -13.3% |
| YTD | +43.1% | +5.8% | +37.2% | +36.2% |
| 1Y | +157.6% | +16.2% | +141.4% | +132.9% |
| 3Y | +593.8% | +28.5% | +565.4% | +479.9% |
| 5Y | +520.6% | -16.3% | +536.9% | +535.9% |
| All | +1,431.9% | +247.2% | +1,184.7% | +595.7% |
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