+157.6%
CIEN vs A
+14.6%
+143.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +5.4% | -4.6% | +10.0% | +6.6% |
| 30D | -13.7% | -4.3% | -9.4% | -12.5% |
| 3M | -23.0% | +8.9% | -32.0% | -24.6% |
| 6M | -0.8% | +24.5% | -25.3% | -7.4% |
| YTD | +43.1% | +5.8% | +37.2% | +45.9% |
| 1Y | +157.6% | +16.2% | +141.4% | +150.3% |
| All | +157.6% | +14.6% | +143.1% | +150.3% |
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 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