+527.0%
CIEN vs INDA
+5.7%
+521.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.1% |
| 7D | -4.6% | -2.6% | -2.0% | -2.2% |
| 30D | -12.8% | -2.9% | -9.9% | -10.3% |
| 3M | -23.1% | +2.4% | -25.4% | -25.0% |
| 6M | +6.1% | -2.6% | +8.7% | +8.5% |
| YTD | +44.5% | -10.0% | +54.5% | +59.6% |
| 1Y | +176.6% | -7.7% | +184.3% | +198.3% |
| 3Y | +601.0% | +8.9% | +592.1% | +536.8% |
| All | +527.0% | +5.7% | +521.3% | +461.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling