+108.0%
CIEN vs ALL
+1,500.1%
-1,392.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -5.3% | -3.9% | -1.4% | -3.9% |
| 30D | -40.1% | +10.6% | -50.7% | -43.3% |
| 3M | -34.7% | -4.6% | -30.1% | -34.6% |
| 6M | -50.9% | +20.2% | -71.1% | -56.5% |
| YTD | +15.2% | +23.7% | -8.5% | -0.9% |
| 1Y | +35.2% | +27.9% | +7.3% | +14.4% |
| 3Y | +522.6% | +109.2% | +413.4% | +301.9% |
| 5Y | +344.2% | +148.0% | +196.2% | +153.6% |
| 10Y | +1,188.7% | +363.8% | +824.9% | +418.2% |
| All | +108.0% | +1,500.1% | -1,392.1% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling