+520.6%
CIEN vs AU
+673.1%
-152.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | +5.4% | -7.0% | +12.4% | +6.6% |
| 30D | -13.7% | +7.3% | -20.9% | -14.9% |
| 3M | -23.0% | +33.2% | -56.2% | -27.2% |
| 6M | -0.8% | -0.6% | -0.2% | -2.1% |
| YTD | +43.1% | +26.2% | +16.9% | +37.6% |
| 1Y | +157.6% | +68.3% | +89.4% | +141.7% |
| 3Y | +593.8% | +592.1% | +1.7% | +473.2% |
| 5Y | +520.6% | +685.3% | -164.7% | +398.5% |
| All | +520.6% | +673.1% | -152.5% | +398.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling