+1,206.6%
CIEN vs IT
+88.7%
+1,118.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +27.4% | -3.7% | +31.0% | +28.2% |
| 30D | -26.6% | -3.1% | -23.5% | -26.9% |
| 3M | -32.0% | +6.3% | -38.3% | -34.3% |
| 6M | -49.1% | +24.8% | -73.8% | -54.2% |
| YTD | +25.7% | -24.4% | +50.1% | +29.9% |
| 1Y | +40.3% | -17.1% | +57.4% | +39.5% |
| 3Y | +566.2% | -53.6% | +619.8% | +722.8% |
| 5Y | +378.7% | -42.5% | +421.3% | +425.0% |
| All | +1,206.6% | +88.7% | +1,118.0% | +708.8% |
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