+161.0%
CIEN vs AZO
+13,439.4%
-13,278.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -4.3% |
| 30D | -12.8% | -5.1% | -7.7% | -11.1% |
| 3M | -23.1% | -7.2% | -15.8% | -21.7% |
| 6M | +6.1% | -20.7% | +26.8% | +14.7% |
| YTD | +44.5% | -14.2% | +58.7% | +50.4% |
| 1Y | +176.6% | -32.2% | +208.8% | +216.4% |
| 3Y | +601.0% | +11.1% | +589.8% | +525.5% |
| 5Y | +509.1% | +87.6% | +421.5% | +315.4% |
| 10Y | +1,460.5% | +302.9% | +1,157.5% | +588.9% |
| All | +161.0% | +13,439.4% | -13,278.4% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling