+40.3%
CIEN vs COMP
+6.6%
+33.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | +27.4% | +8.9% | +18.5% | +26.0% |
| 30D | -26.6% | +14.0% | -40.5% | -27.7% |
| 3M | -32.0% | -21.1% | -10.8% | -30.1% |
| 6M | -49.1% | +20.1% | -69.2% | -51.2% |
| YTD | +25.7% | -5.0% | +30.7% | +15.3% |
| 1Y | +40.3% | +5.7% | +34.6% | +21.1% |
| All | +40.3% | +6.6% | +33.7% | +21.1% |
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