+30.4%
CIEN vs ALL
+32.6%
-2.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +4.0% |
| 7D | -9.3% | -0.1% | -9.2% | -9.1% |
| 30D | -39.5% | +13.8% | -53.3% | -30.4% |
| 3M | -29.8% | -2.8% | -27.0% | -29.3% |
| 6M | -50.4% | +23.7% | -74.0% | -38.9% |
| YTD | +16.3% | +27.3% | -10.9% | +48.9% |
| 1Y | +30.4% | +30.5% | -0.2% | +66.9% |
| All | +30.4% | +32.6% | -2.3% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling