+255.7%
CIEN vs ADVB
-97.5%
+353.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.2% | +5.4% |
| 7D | -24.1% | -13.9% | -10.2% | -23.8% |
| 30D | -45.5% | -68.1% | +22.6% | -44.8% |
| 3M | -39.7% | -73.4% | +33.7% | -39.0% |
| 6M | -57.8% | -70.8% | +13.0% | -57.6% |
| YTD | +4.1% | -66.1% | +70.2% | +2.3% |
| 1Y | +20.8% | -77.5% | +98.3% | +20.9% |
| All | +255.7% | -97.5% | +353.2% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling