+539.0%
CIEN vs COMP
+423.6%
+115.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | +15.3% | 0.0% | +15.3% | +15.3% |
| 30D | -22.0% | +16.6% | -38.5% | -23.9% |
| 3M | -36.6% | -23.5% | -13.1% | -34.5% |
| 6M | -51.5% | +25.7% | -77.2% | -53.9% |
| YTD | +20.0% | -3.4% | +23.4% | +16.4% |
| 1Y | +44.5% | +7.6% | +36.9% | +37.7% |
| 3Y | +539.0% | +423.6% | +115.5% | +356.5% |
| All | +539.0% | +423.6% | +115.5% | +356.5% |
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 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