+403.1%
CIEN vs AS
+137.8%
+265.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.7% |
| 7D | -9.3% | +4.5% | -13.8% | -10.7% |
| 30D | -39.5% | +13.2% | -52.7% | -42.3% |
| 3M | -29.8% | -11.9% | -17.9% | -27.1% |
| 6M | -50.4% | -11.6% | -38.8% | -49.1% |
| YTD | +16.3% | -14.7% | +31.0% | +20.7% |
| 1Y | +30.4% | +5.7% | +24.6% | +25.8% |
| All | +403.1% | +137.8% | +265.3% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling