+56.9%
CIEN vs A
+557.8%
-500.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.8% |
| 7D | -9.3% | +1.4% | -10.7% | -9.8% |
| 30D | -39.5% | +4.3% | -43.8% | -40.6% |
| 3M | -29.8% | +19.8% | -49.6% | -37.2% |
| 6M | -50.4% | +54.4% | -104.7% | -63.1% |
| YTD | +16.3% | +31.7% | -15.4% | -5.1% |
| 1Y | +30.4% | +22.4% | +7.9% | +11.5% |
| 3Y | +516.6% | +67.7% | +448.9% | +318.0% |
| 5Y | +349.8% | +15.7% | +334.0% | +273.6% |
| 10Y | +1,184.7% | +308.7% | +876.0% | +337.4% |
| All | +56.9% | +557.8% | -500.9% | -54.4% |
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