+48.9%
CIEN vs B
+27.8%
+21.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.3% | -17.6% | -13.7% |
| 7D | -25.0% | +1.1% | -26.2% | -25.8% |
| 30D | -30.1% | +0.3% | -30.5% | -30.2% |
| 3M | -33.8% | +5.4% | -39.2% | -36.8% |
| 6M | -49.4% | +5.5% | -55.0% | -52.4% |
| YTD | +16.4% | -6.3% | +22.7% | +11.5% |
| 1Y | +48.9% | +29.4% | +19.5% | +5.7% |
| All | +48.9% | +27.8% | +21.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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