+607.8%
CIEN vs IT
-51.4%
+659.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.4% | +13.7% | +5.8% |
| 7D | -5.3% | -9.1% | +3.8% | -5.8% |
| 30D | -17.2% | -7.0% | -10.2% | -17.6% |
| 3M | -26.9% | +7.6% | -34.5% | -25.9% |
| 6M | +16.0% | +2.1% | +13.9% | +18.1% |
| YTD | +45.9% | -31.6% | +77.5% | +59.5% |
| 1Y | +186.8% | -29.9% | +216.7% | +208.9% |
| 3Y | +607.8% | -51.3% | +659.0% | +854.3% |
| All | +607.8% | -51.4% | +659.1% | +854.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling