+607.8%
CIEN vs AA
+89.1%
+518.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.2% |
| 7D | -5.3% | +1.7% | -6.9% | -5.8% |
| 30D | -17.2% | +3.3% | -20.6% | -18.5% |
| 3M | -26.9% | -29.4% | +2.5% | -19.0% |
| 6M | +16.0% | -12.8% | +28.8% | +19.6% |
| YTD | +45.9% | -2.1% | +48.1% | +44.7% |
| 1Y | +186.8% | +62.8% | +124.0% | +144.6% |
| 3Y | +607.8% | +90.5% | +517.3% | +464.3% |
| All | +607.8% | +89.1% | +518.6% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling