+2,107.6%
CIEN vs INDA
+111.6%
+1,996.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +7.4% |
| 7D | -5.3% | -1.0% | -4.3% | -4.8% |
| 30D | -17.2% | -2.5% | -14.7% | -15.9% |
| 3M | -26.9% | +4.0% | -30.8% | -28.7% |
| 6M | +16.0% | -1.8% | +17.8% | +17.3% |
| YTD | +45.9% | -9.2% | +55.1% | +55.1% |
| 1Y | +186.8% | -7.2% | +194.0% | +200.9% |
| 3Y | +607.8% | +9.8% | +597.9% | +572.7% |
| 5Y | +506.7% | +7.5% | +499.2% | +485.9% |
| 10Y | +1,438.7% | +80.8% | +1,358.0% | +940.9% |
| All | +2,107.6% | +111.6% | +1,996.0% | +1,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling