+506.7%
CIEN vs A
-14.2%
+521.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +7.6% |
| 7D | -5.3% | -2.1% | -3.2% | -4.4% |
| 30D | -17.2% | +0.6% | -17.8% | -17.5% |
| 3M | -26.9% | +10.9% | -37.8% | -30.6% |
| 6M | +16.0% | +28.2% | -12.1% | +0.8% |
| YTD | +45.9% | +8.6% | +37.4% | +38.2% |
| 1Y | +186.8% | +15.5% | +171.3% | +162.2% |
| 3Y | +607.8% | +31.8% | +576.0% | +488.8% |
| 5Y | +506.7% | -14.9% | +521.6% | +451.7% |
| All | +506.7% | -14.2% | +521.0% | +451.7% |
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 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