+157.6%
CIEN vs IT
-30.3%
+188.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -0.8% |
| 7D | +5.4% | -12.7% | +18.1% | +0.7% |
| 30D | -13.7% | -8.9% | -4.8% | -15.7% |
| 3M | -23.0% | +10.1% | -33.2% | -17.8% |
| 6M | -0.8% | +7.3% | -8.1% | +7.0% |
| YTD | +43.1% | -32.4% | +75.4% | +47.2% |
| 1Y | +157.6% | -26.6% | +184.3% | +169.2% |
| All | +157.6% | -30.3% | +188.0% | +169.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling