+375.8%
CIEN vs COMP
-49.2%
+425.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +9.9% |
| 7D | -5.3% | +14.5% | -19.8% | -7.0% |
| 30D | -40.1% | +14.9% | -55.0% | -41.3% |
| 3M | -34.7% | -14.2% | -20.5% | -33.6% |
| 6M | -50.9% | +23.7% | -74.6% | -52.9% |
| YTD | +15.2% | +2.1% | +13.1% | +11.7% |
| 1Y | +35.2% | +26.2% | +9.0% | +27.2% |
| 3Y | +522.6% | +470.9% | +51.7% | +362.1% |
| 5Y | +344.2% | -14.0% | +358.2% | +268.5% |
| All | +375.8% | -49.2% | +425.1% | +292.4% |
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