+128.6%
CIEN vs AA
+51.3%
+77.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +7.8% |
| 7D | +8.7% | +1.1% | +7.6% | +8.8% |
| 30D | -26.9% | -1.3% | -25.6% | -26.2% |
| 3M | -23.6% | -23.9% | +0.3% | -15.5% |
| 6M | -49.1% | -36.8% | -12.3% | -40.0% |
| YTD | +26.6% | -22.2% | +48.8% | +36.0% |
| 1Y | +42.7% | +10.4% | +32.4% | +34.9% |
| 3Y | +570.8% | +72.0% | +498.8% | +397.9% |
| 5Y | +386.4% | -15.6% | +402.1% | +317.2% |
| 10Y | +1,261.7% | +47.8% | +1,213.9% | +569.4% |
| All | +128.6% | +51.3% | +77.3% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling