+304.6%
CIEN vs B
+134.6%
+170.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +4.9% | +5.3% |
| 7D | -24.1% | +9.6% | -33.7% | -26.3% |
| 30D | -45.5% | +3.5% | -49.0% | -46.0% |
| 3M | -39.7% | -1.6% | -38.1% | -39.7% |
| 6M | -57.8% | -1.7% | -56.1% | -57.9% |
| YTD | +4.1% | -5.3% | +9.4% | +4.7% |
| 1Y | +20.8% | +27.2% | -6.4% | +16.0% |
| 3Y | +463.1% | +166.1% | +297.0% | +384.8% |
| All | +304.6% | +134.6% | +170.0% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling