+48.9%
CIEN vs COMP
+23.8%
+25.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.7% | -17.0% | -10.0% |
| 7D | -25.0% | +9.5% | -34.5% | -25.8% |
| 30D | -30.1% | +8.1% | -38.2% | -30.8% |
| 3M | -33.8% | -16.3% | -17.4% | -32.5% |
| 6M | -49.4% | +42.2% | -91.7% | -53.4% |
| YTD | +16.4% | -5.0% | +21.4% | +7.5% |
| 1Y | +48.9% | +20.1% | +28.8% | +20.1% |
| All | +48.9% | +23.8% | +25.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling