+1,146.8%
CIEN vs ALL
+377.9%
+768.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.7% |
| 7D | +15.3% | +5.0% | +10.2% | +14.0% |
| 30D | -22.0% | +13.3% | -35.3% | -24.7% |
| 3M | -36.6% | +3.2% | -39.8% | -37.6% |
| 6M | -51.5% | +25.3% | -76.8% | -55.6% |
| YTD | +20.0% | +30.5% | -10.5% | +7.2% |
| 1Y | +44.5% | +29.2% | +15.3% | +29.4% |
| 3Y | +539.0% | +119.1% | +419.9% | +349.6% |
| 5Y | +356.8% | +162.6% | +194.2% | +185.3% |
| All | +1,146.8% | +377.9% | +768.9% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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