+85.0%
CIEN vs A
+457.0%
-372.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -15.2% | -1.9% | -13.2% | -14.0% |
| 30D | -21.5% | +6.9% | -28.4% | -24.8% |
| 3M | -40.1% | +9.2% | -49.3% | -43.5% |
| 6M | -6.6% | +25.7% | -32.2% | -21.4% |
| YTD | +37.3% | +11.5% | +25.7% | +24.0% |
| 1Y | +174.5% | +18.4% | +156.2% | +138.0% |
| 3Y | +562.3% | +26.6% | +535.7% | +433.5% |
| 5Y | +463.9% | -12.8% | +476.8% | +458.0% |
| 10Y | +1,302.4% | +247.2% | +1,055.2% | +426.7% |
| All | +85.0% | +457.0% | -372.0% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling