+147.9%
CIEN vs ALL
+1,536.5%
-1,388.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.7% |
| 7D | -15.2% | 0.0% | -15.2% | -15.3% |
| 30D | -21.5% | -1.5% | -20.0% | -21.4% |
| 3M | -40.1% | +23.6% | -63.7% | -46.7% |
| 6M | -6.6% | +22.3% | -28.9% | -17.0% |
| YTD | +37.3% | +26.5% | +10.7% | +18.7% |
| 1Y | +174.5% | +27.0% | +147.5% | +135.5% |
| 3Y | +562.3% | +149.6% | +412.7% | +297.1% |
| 5Y | +463.9% | +118.1% | +345.9% | +247.9% |
| 10Y | +1,302.4% | +369.0% | +933.4% | +470.1% |
| All | +147.9% | +1,536.5% | -1,388.7% | -52.0% |
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