+48.9%
CIEN vs FIVE
+63.3%
-14.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.7% | -16.0% | -11.9% |
| 7D | -25.0% | +7.5% | -32.5% | -27.5% |
| 30D | -30.1% | +16.7% | -46.8% | -35.0% |
| 3M | -33.8% | +13.4% | -47.1% | -38.7% |
| 6M | -49.4% | +9.0% | -58.5% | -51.7% |
| YTD | +16.4% | +33.8% | -17.4% | -2.9% |
| 1Y | +48.9% | +61.2% | -12.3% | +15.9% |
| All | +48.9% | +63.3% | -14.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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