+463.1%
CIEN vs ALL
+105.5%
+357.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +9.9% | +4.1% |
| 7D | -24.1% | -1.9% | -22.2% | -24.4% |
| 30D | -45.5% | +13.8% | -59.3% | -43.4% |
| 3M | -39.7% | -7.0% | -32.7% | -39.8% |
| 6M | -57.8% | +18.0% | -75.8% | -56.7% |
| YTD | +4.1% | +24.2% | -20.1% | +6.8% |
| 1Y | +20.8% | +31.2% | -10.4% | +23.0% |
| 3Y | +463.1% | +107.5% | +355.6% | +484.4% |
| All | +463.1% | +105.5% | +357.6% | +484.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling