+1,714.6%
CIEN vs INDA
+121.8%
+1,592.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | +1.1% | +14.2% | +14.5% |
| 30D | -22.0% | +9.4% | -31.4% | -26.5% |
| 3M | -36.6% | +2.9% | -39.6% | -38.0% |
| 6M | -51.5% | +7.2% | -58.7% | -53.8% |
| YTD | +20.0% | -4.8% | +24.8% | +23.3% |
| 1Y | +44.5% | -5.1% | +49.5% | +48.9% |
| 3Y | +539.0% | +16.7% | +522.4% | +482.6% |
| 5Y | +356.8% | +8.8% | +348.1% | +335.5% |
| 10Y | +1,190.4% | +116.2% | +1,074.2% | +679.4% |
| All | +1,714.6% | +121.8% | +1,592.8% | +907.3% |
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