+344.2%
CIEN vs A
+16.0%
+328.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.1% |
| 7D | -5.3% | +4.8% | -10.0% | -7.1% |
| 30D | -40.1% | +5.6% | -45.8% | -41.3% |
| 3M | -34.7% | +23.6% | -58.3% | -40.8% |
| 6M | -50.9% | +56.4% | -107.2% | -60.9% |
| YTD | +15.2% | +33.4% | -18.2% | -0.9% |
| 1Y | +35.2% | +23.7% | +11.5% | +21.2% |
| 3Y | +522.6% | +71.0% | +451.6% | +356.9% |
| 5Y | +344.2% | +16.8% | +327.4% | +271.2% |
| All | +344.2% | +16.0% | +328.2% | +271.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling