+1,438.7%
CIEN vs B
+186.6%
+1,252.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | -5.3% | +2.3% | -7.6% | -5.8% |
| 30D | -17.2% | +1.4% | -18.6% | -17.6% |
| 3M | -26.9% | +12.2% | -39.1% | -28.7% |
| 6M | +16.0% | -2.1% | +18.1% | +15.7% |
| YTD | +45.9% | +2.9% | +43.0% | +44.5% |
| 1Y | +186.8% | +55.3% | +131.5% | +168.8% |
| 3Y | +607.8% | +198.7% | +409.1% | +506.7% |
| 5Y | +506.7% | +153.8% | +353.0% | +421.2% |
| 10Y | +1,438.7% | +193.4% | +1,245.3% | +1,223.3% |
| All | +1,438.7% | +186.6% | +1,252.2% | +1,223.3% |
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