+29.0%
CIEN vs FIVE
+63.1%
-34.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +8.0% |
| 7D | -5.3% | +6.2% | -11.5% | -7.7% |
| 30D | -40.1% | +18.2% | -58.3% | -44.5% |
| 3M | -34.7% | +3.8% | -38.5% | -36.1% |
| 6M | -50.9% | +13.7% | -64.6% | -54.5% |
| YTD | +15.2% | +34.7% | -19.6% | -7.1% |
| All | +29.0% | +63.1% | -34.1% | -10.4% |
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