+40.4%
CIEN vs AU
+783.5%
-743.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | +12.8% | -30.0% | -18.7% |
| 3M | -26.9% | +28.5% | -55.3% | -29.5% |
| 6M | +16.0% | +4.8% | +11.2% | +14.5% |
| YTD | +45.9% | +31.0% | +15.0% | +40.2% |
| 1Y | +186.8% | +81.4% | +105.4% | +165.2% |
| 3Y | +607.8% | +618.4% | -10.7% | +445.0% |
| 5Y | +506.7% | +686.3% | -179.6% | +351.0% |
| 10Y | +1,438.7% | +664.5% | +774.2% | +973.8% |
| All | +40.4% | +783.5% | -743.1% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling