+1,500.5%
CIEN vs IT
+103.1%
+1,397.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +3.4% |
| 7D | +8.9% | -3.7% | +12.6% | +9.6% |
| 30D | -19.1% | +0.1% | -19.2% | -19.6% |
| 3M | -21.5% | +20.7% | -42.2% | -27.1% |
| 6M | +2.8% | +12.0% | -9.1% | -4.6% |
| YTD | +49.5% | -28.8% | +78.3% | +58.9% |
| 1Y | +163.8% | -25.5% | +189.3% | +172.9% |
| 3Y | +615.8% | -48.8% | +664.6% | +743.5% |
| 5Y | +548.4% | -42.7% | +591.1% | +613.6% |
| All | +1,500.5% | +103.1% | +1,397.4% | +940.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling