+48.9%
CIEN vs AGG
-0.5%
+49.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.7% | -10.2% |
| 7D | -25.0% | +0.5% | -25.6% | -25.9% |
| 30D | -30.1% | +2.4% | -32.5% | -35.0% |
| 3M | -33.8% | -1.0% | -32.8% | -30.5% |
| 6M | -49.4% | -0.9% | -48.5% | -47.1% |
| YTD | +16.4% | -0.9% | +17.3% | +25.0% |
| 1Y | +48.9% | -0.5% | +49.4% | +57.9% |
| All | +48.9% | -0.5% | +49.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling