+55.3%
CIEN vs A
+566.3%
-511.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +8.7% |
| 7D | -5.3% | +4.8% | -10.0% | -7.6% |
| 30D | -40.1% | +5.6% | -45.8% | -41.7% |
| 3M | -34.7% | +23.6% | -58.3% | -42.7% |
| 6M | -50.9% | +56.4% | -107.2% | -63.7% |
| YTD | +15.2% | +33.4% | -18.2% | -6.8% |
| 1Y | +35.2% | +23.7% | +11.5% | +14.8% |
| 3Y | +522.6% | +71.0% | +451.6% | +316.9% |
| 5Y | +344.2% | +16.8% | +327.4% | +266.9% |
| 10Y | +1,188.7% | +323.8% | +864.9% | +328.5% |
| All | +55.3% | +566.3% | -511.0% | -55.2% |
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 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