+186.8%
CIEN vs IR
-7.1%
+193.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.9% |
| 7D | -5.3% | +0.6% | -5.9% | -5.6% |
| 30D | -17.2% | -13.6% | -3.6% | -13.1% |
| 3M | -26.9% | +3.7% | -30.5% | -28.4% |
| 6M | +16.0% | -13.1% | +29.1% | +20.7% |
| YTD | +45.9% | -5.1% | +51.0% | +45.8% |
| 1Y | +186.8% | -6.5% | +193.3% | +196.0% |
| All | +186.8% | -7.1% | +193.9% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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