+419.4%
CIEN vs COMP
-52.8%
+472.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | +27.4% | +8.9% | +18.5% | +25.9% |
| 30D | -26.6% | +14.0% | -40.5% | -28.0% |
| 3M | -32.0% | -21.1% | -10.8% | -30.1% |
| 6M | -49.1% | +20.1% | -69.2% | -51.0% |
| YTD | +25.7% | -5.0% | +30.7% | +23.1% |
| 1Y | +40.3% | +5.7% | +34.6% | +35.3% |
| 3Y | +566.2% | +412.2% | +153.9% | +401.5% |
| 5Y | +378.7% | -12.1% | +390.8% | +298.9% |
| All | +419.4% | -52.8% | +472.2% | +332.5% |
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