+380.7%
CIEN vs COMP
-53.0%
+433.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +2.0% |
| 7D | -9.3% | +7.2% | -16.5% | -10.2% |
| 30D | -39.5% | +6.4% | -45.9% | -40.1% |
| 3M | -29.8% | -19.4% | -10.4% | -28.1% |
| 6M | -50.4% | +14.6% | -64.9% | -52.0% |
| YTD | +16.3% | -5.5% | +21.8% | +14.0% |
| 1Y | +30.4% | +13.7% | +16.7% | +24.4% |
| 3Y | +516.6% | +409.7% | +106.9% | +364.4% |
| 5Y | +349.8% | -17.0% | +366.8% | +276.0% |
| All | +380.7% | -53.0% | +433.7% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling