+42.7%
CIEN vs A
+21.4%
+21.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +8.7% | -0.1% | +8.9% | +9.0% |
| 30D | -26.9% | +3.3% | -30.2% | -27.1% |
| 3M | -23.6% | +18.5% | -42.2% | -26.4% |
| 6M | -49.1% | +59.3% | -108.4% | -54.4% |
| YTD | +26.6% | +31.0% | -4.4% | +25.1% |
| 1Y | +42.7% | +19.3% | +23.4% | +49.5% |
| All | +42.7% | +21.4% | +21.4% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling