+1,188.7%
CIEN vs B
+183.2%
+1,005.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.4% | +9.8% |
| 7D | -5.3% | +11.3% | -16.6% | -7.5% |
| 30D | -40.1% | +2.9% | -43.1% | -40.5% |
| 3M | -34.7% | -2.9% | -31.8% | -34.4% |
| 6M | -50.9% | -1.2% | -49.7% | -51.0% |
| YTD | +15.2% | -1.3% | +16.5% | +14.9% |
| 1Y | +35.2% | +30.4% | +4.8% | +29.8% |
| 3Y | +522.6% | +195.3% | +327.3% | +433.3% |
| 5Y | +344.2% | +146.2% | +198.0% | +282.2% |
| 10Y | +1,188.7% | +200.5% | +988.2% | +995.5% |
| All | +1,188.7% | +183.2% | +1,005.4% | +995.5% |
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