+1,184.7%
CIEN vs B
+184.6%
+1,000.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +2.3% |
| 7D | -9.3% | +7.1% | -16.4% | -10.8% |
| 30D | -39.5% | -3.3% | -36.2% | -39.1% |
| 3M | -29.8% | -2.5% | -27.3% | -29.6% |
| 6M | -50.4% | -7.2% | -43.1% | -49.9% |
| YTD | +16.3% | -7.4% | +23.7% | +17.5% |
| 1Y | +30.4% | +16.4% | +13.9% | +27.5% |
| 3Y | +516.6% | +178.7% | +337.9% | +433.0% |
| 5Y | +349.8% | +121.7% | +228.1% | +292.8% |
| 10Y | +1,184.7% | +208.6% | +976.1% | +1,012.4% |
| All | +1,184.7% | +184.6% | +1,000.1% | +1,012.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling