+1,438.7%
CIEN vs ALL
+355.7%
+1,083.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -17.2% | -4.7% | -12.6% | -16.4% |
| 3M | -26.9% | +18.4% | -45.2% | -31.6% |
| 6M | +16.0% | +20.5% | -4.5% | +7.3% |
| YTD | +45.9% | +23.5% | +22.4% | +32.8% |
| 1Y | +186.8% | +29.0% | +157.8% | +155.6% |
| 3Y | +607.8% | +153.7% | +454.1% | +362.3% |
| 5Y | +506.7% | +114.8% | +391.9% | +313.9% |
| 10Y | +1,438.7% | +356.1% | +1,082.6% | +569.6% |
| All | +1,438.7% | +355.7% | +1,083.0% | +569.6% |
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