+108.0%
CIEN vs AA
+54.2%
+53.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +8.5% |
| 7D | -5.3% | +4.8% | -10.1% | -6.6% |
| 30D | -40.1% | -0.6% | -39.5% | -39.7% |
| 3M | -34.7% | -16.3% | -18.4% | -30.4% |
| 6M | -50.9% | -33.4% | -17.5% | -43.2% |
| YTD | +15.2% | -20.7% | +35.9% | +22.9% |
| 1Y | +35.2% | +12.9% | +22.2% | +26.7% |
| 3Y | +522.6% | +75.7% | +446.9% | +358.4% |
| 5Y | +344.2% | -6.8% | +351.0% | +265.4% |
| 10Y | +1,188.7% | +53.6% | +1,135.0% | +523.1% |
| All | +108.0% | +54.2% | +53.8% | -17.1% |
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