+147.9%
CIEN vs AA
+83.7%
+64.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | -15.2% | -0.7% | -14.5% | -15.0% |
| 30D | -21.5% | +5.0% | -26.5% | -23.3% |
| 3M | -40.1% | -35.8% | -4.2% | -30.1% |
| 6M | -6.6% | -18.4% | +11.8% | -1.1% |
| YTD | +37.3% | -5.5% | +42.7% | +36.8% |
| 1Y | +174.5% | +61.0% | +113.6% | +123.8% |
| 3Y | +562.3% | +66.2% | +496.1% | +392.3% |
| 5Y | +463.9% | +11.4% | +452.6% | +323.7% |
| 10Y | +1,302.4% | +116.9% | +1,185.5% | +479.1% |
| All | +147.9% | +83.7% | +64.1% | -7.7% |
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