+355.8%
CIEN vs AR
+99.4%
+256.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +7.4% | +7.9% | +13.7% |
| 30D | -22.0% | +5.8% | -27.7% | -22.7% |
| 3M | -36.6% | +5.2% | -41.9% | -37.4% |
| 6M | -51.5% | +5.4% | -56.9% | -52.3% |
| YTD | +20.0% | +12.4% | +7.5% | +15.0% |
| 1Y | +44.5% | +12.8% | +31.6% | +38.2% |
| 3Y | +539.0% | +47.2% | +491.9% | +486.0% |
| All | +355.8% | +99.4% | +256.4% | +317.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling