+307.8%
CIEN vs COMP
-56.6%
+364.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.1% | -14.1% |
| 7D | -34.0% | -1.8% | -32.1% | -33.8% |
| 30D | -48.0% | -0.8% | -47.2% | -48.0% |
| 3M | -43.5% | -28.1% | -15.4% | -41.2% |
| 6M | -57.6% | +27.0% | -84.6% | -59.7% |
| YTD | -1.3% | -12.8% | +11.5% | -2.2% |
| 1Y | +17.9% | +4.9% | +13.0% | +13.7% |
| 3Y | +425.8% | +321.0% | +104.8% | +305.7% |
| 5Y | +281.5% | -25.6% | +307.1% | +222.9% |
| All | +307.8% | -56.6% | +364.4% | +243.4% |
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 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