-57.8%
CIEN vs IR
+6.3%
-64.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | -24.1% | +3.7% | -27.8% | -24.4% |
| 30D | -45.5% | +7.4% | -52.9% | -45.9% |
| 3M | -39.7% | -5.9% | -33.8% | -39.8% |
| 6M | -57.8% | +5.6% | -63.4% | -57.7% |
| All | -57.8% | +6.3% | -64.1% | -57.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling