+516.6%
CIEN vs COMP
+423.0%
+93.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +2.1% |
| 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% | -28.0% |
| 6M | -50.4% | +14.6% | -64.9% | -52.1% |
| YTD | +16.3% | -5.5% | +21.8% | +13.3% |
| 1Y | +30.4% | +13.7% | +16.7% | +23.1% |
| 3Y | +516.6% | +409.7% | +106.9% | +344.6% |
| All | +516.6% | +423.0% | +93.6% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling