+522.6%
CIEN vs A
+67.3%
+455.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.1% |
| 7D | -5.3% | +4.8% | -10.0% | -7.0% |
| 30D | -40.1% | +5.6% | -45.8% | -41.2% |
| 3M | -34.7% | +23.6% | -58.3% | -40.4% |
| 6M | -50.9% | +56.4% | -107.2% | -60.3% |
| YTD | +15.2% | +33.4% | -18.2% | +0.9% |
| 1Y | +35.2% | +23.7% | +11.5% | +23.7% |
| 3Y | +522.6% | +71.0% | +451.6% | +371.3% |
| All | +522.6% | +67.3% | +455.3% | +371.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling