+1,206.6%
CIEN vs B
+218.7%
+987.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +27.4% | -6.2% | +33.6% | +29.0% |
| 30D | -26.6% | -6.6% | -20.0% | -25.6% |
| 3M | -32.0% | -7.9% | -24.1% | -31.1% |
| 6M | -49.1% | -16.8% | -32.3% | -47.5% |
| YTD | +25.7% | -11.7% | +37.4% | +28.2% |
| 1Y | +40.3% | +3.5% | +36.8% | +39.9% |
| 3Y | +566.2% | +165.7% | +400.5% | +479.6% |
| 5Y | +378.7% | +108.4% | +270.3% | +321.8% |
| All | +1,206.6% | +218.7% | +987.9% | +1,029.6% |
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