+350.0%
CIEN vs AS
+134.9%
+215.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -24.1% | +6.9% | -31.0% | -26.1% |
| 30D | -45.5% | +16.0% | -61.5% | -48.5% |
| 3M | -39.7% | -12.8% | -26.9% | -37.2% |
| 6M | -57.8% | -15.4% | -42.4% | -56.0% |
| YTD | +4.1% | -15.7% | +19.8% | +8.3% |
| 1Y | +20.8% | +6.1% | +14.7% | +16.4% |
| All | +350.0% | +134.9% | +215.1% | +249.2% |
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