+42.7%
CIEN vs COMP
+16.3%
+26.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +8.4% |
| 7D | +8.7% | +2.2% | +6.6% | +8.5% |
| 30D | -26.9% | +16.3% | -43.2% | -28.3% |
| 3M | -23.6% | -19.1% | -4.5% | -21.8% |
| 6M | -49.1% | +17.1% | -66.2% | -50.9% |
| YTD | +26.6% | -2.9% | +29.5% | +15.8% |
| 1Y | +42.7% | +8.8% | +33.9% | +23.4% |
| All | +42.7% | +16.3% | +26.4% | +23.4% |
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 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