+615.8%
CIEN vs AGG
+12.5%
+603.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -1.1% | +9.9% | +9.7% |
| 30D | -19.1% | -1.1% | -18.0% | -18.4% |
| 3M | -21.5% | -1.9% | -19.6% | -20.4% |
| 6M | +2.8% | -1.7% | +4.5% | +4.1% |
| YTD | +49.5% | -1.3% | +50.8% | +51.3% |
| 1Y | +163.8% | -0.7% | +164.5% | +166.7% |
| 3Y | +615.8% | +12.5% | +603.4% | +578.0% |
| All | +615.8% | +12.5% | +603.3% | +578.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling