+40.3%
CIEN vs AS
-3.0%
+43.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | +27.4% | -3.6% | +31.0% | +28.9% |
| 30D | -26.6% | +3.4% | -30.0% | -27.7% |
| 3M | -32.0% | -8.6% | -23.4% | -29.7% |
| 6M | -49.1% | -10.0% | -39.0% | -48.8% |
| YTD | +25.7% | -19.2% | +44.9% | +31.6% |
| 1Y | +40.3% | -3.8% | +44.1% | +36.0% |
| All | +40.3% | -3.0% | +43.3% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling