+539.0%
CIEN vs AR
+48.6%
+490.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +7.4% | +7.9% | +13.1% |
| 30D | -22.0% | +5.8% | -27.7% | -22.9% |
| 3M | -36.6% | +5.2% | -41.9% | -37.6% |
| 6M | -51.5% | +5.4% | -56.9% | -52.6% |
| YTD | +20.0% | +12.4% | +7.5% | +12.2% |
| 1Y | +44.5% | +12.8% | +31.6% | +34.5% |
| 3Y | +539.0% | +47.2% | +491.9% | +510.7% |
| All | +539.0% | +48.6% | +490.4% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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