+1,500.5%
CIEN vs INDA
+84.7%
+1,415.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.9% |
| 7D | +8.9% | -2.7% | +11.6% | +10.7% |
| 30D | -19.1% | -2.8% | -16.3% | -17.7% |
| 3M | -21.5% | +1.6% | -23.1% | -22.3% |
| 6M | +2.8% | -1.4% | +4.2% | +3.8% |
| YTD | +49.5% | -10.1% | +59.6% | +59.8% |
| 1Y | +163.8% | -8.8% | +172.6% | +179.6% |
| 3Y | +615.8% | +7.6% | +608.2% | +590.6% |
| 5Y | +548.4% | +5.8% | +542.6% | +531.7% |
| All | +1,500.5% | +84.7% | +1,415.7% | +1,006.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling