+467.1%
CIEN vs COMP
-47.7%
+514.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -15.2% | +1.4% | -16.5% | -15.4% |
| 30D | -21.5% | -13.3% | -8.2% | -20.1% |
| 3M | -40.1% | +41.1% | -81.2% | -43.3% |
| 6M | -6.6% | +17.2% | -23.7% | -10.1% |
| YTD | +37.3% | +5.2% | +32.1% | +33.0% |
| 1Y | +174.5% | +18.9% | +155.6% | +160.1% |
| 3Y | +562.3% | +215.9% | +346.4% | +428.5% |
| 5Y | +463.9% | -31.2% | +495.1% | +376.5% |
| All | +467.1% | -47.7% | +514.8% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling