+48.9%
CIEN vs INDA
-7.3%
+56.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.0% | -11.1% |
| 7D | -25.0% | +6.9% | -32.0% | -29.2% |
| 30D | -30.1% | +7.4% | -37.6% | -34.5% |
| 3M | -33.8% | -1.0% | -32.8% | -32.6% |
| 6M | -49.4% | +2.9% | -52.3% | -50.7% |
| YTD | +16.4% | -7.4% | +23.8% | +33.3% |
| 1Y | +48.9% | -7.4% | +56.3% | +67.9% |
| All | +48.9% | -7.3% | +56.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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