+147.9%
CIEN vs B
+170.0%
-22.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -15.2% | -1.6% | -13.6% | -15.1% |
| 30D | -21.5% | +9.4% | -30.9% | -22.4% |
| 3M | -40.1% | +5.0% | -45.1% | -40.5% |
| 6M | -6.6% | -3.5% | -3.0% | -6.4% |
| YTD | +37.3% | +4.5% | +32.8% | +36.3% |
| 1Y | +174.5% | +67.8% | +106.8% | +159.6% |
| 3Y | +562.3% | +196.7% | +365.6% | +486.8% |
| 5Y | +463.9% | +151.9% | +312.0% | +402.3% |
| 10Y | +1,302.4% | +202.2% | +1,100.2% | +1,100.3% |
| All | +147.9% | +170.0% | -22.2% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling