+293.6%
CIEN vs ADVB
-97.4%
+391.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +10.6% |
| 7D | -5.3% | -1.2% | -4.1% | -5.2% |
| 30D | -40.1% | -61.4% | +21.3% | -39.5% |
| 3M | -34.7% | -67.8% | +33.1% | -34.0% |
| 6M | -50.9% | -66.9% | +16.0% | -50.8% |
| YTD | +15.2% | -64.9% | +80.1% | +13.2% |
| 1Y | +35.2% | -74.8% | +109.9% | +34.7% |
| All | +293.6% | -97.4% | +391.0% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling