+585.2%
CIEN vs AU
+574.0%
+11.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.1% |
| 7D | +5.4% | -7.0% | +12.4% | +6.9% |
| 30D | -13.7% | +7.3% | -20.9% | -15.3% |
| 3M | -23.0% | +33.2% | -56.2% | -28.3% |
| 6M | -0.8% | -0.6% | -0.2% | -2.6% |
| YTD | +43.1% | +26.2% | +16.9% | +36.2% |
| 1Y | +157.6% | +68.3% | +89.4% | +138.6% |
| All | +585.2% | +574.0% | +11.2% | +449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling