+174.5%
CIEN vs AZO
-28.9%
+203.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | -15.2% | +0.7% | -15.9% | -15.0% |
| 30D | -21.5% | -2.7% | -18.8% | -21.8% |
| 3M | -40.1% | -3.2% | -36.9% | -40.0% |
| 6M | -6.6% | -19.7% | +13.2% | -6.3% |
| YTD | +37.3% | -12.0% | +49.3% | +42.6% |
| 1Y | +174.5% | -29.5% | +204.1% | +166.1% |
| All | +174.5% | -28.9% | +203.4% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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