+174.5%
CIEN vs B
+70.0%
+104.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.2% |
| 7D | -15.2% | -1.6% | -13.6% | -14.7% |
| 30D | -21.5% | +9.4% | -30.9% | -25.5% |
| 3M | -40.1% | +5.0% | -45.1% | -42.3% |
| 6M | -6.6% | -3.5% | -3.0% | -7.3% |
| YTD | +37.3% | +4.5% | +32.8% | +30.5% |
| 1Y | +174.5% | +67.8% | +106.8% | +139.7% |
| All | +174.5% | +70.0% | +104.6% | +139.7% |
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