+493.5%
CIEN vs AS
+120.4%
+373.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.2% |
| 7D | -15.2% | -4.9% | -10.3% | -13.6% |
| 30D | -21.5% | -19.6% | -1.9% | -15.4% |
| 3M | -40.1% | -14.4% | -25.7% | -37.6% |
| 6M | -6.6% | -20.1% | +13.6% | -0.1% |
| YTD | +37.3% | -20.9% | +58.2% | +46.9% |
| 1Y | +174.5% | -21.9% | +196.4% | +194.2% |
| All | +493.5% | +120.4% | +373.1% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling