+116.6%
CIEN vs IT
+499.7%
-383.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | +15.3% | +1.1% | +14.2% | +14.8% |
| 30D | -22.0% | -1.8% | -20.1% | -22.8% |
| 3M | -36.6% | +4.8% | -41.5% | -40.3% |
| 6M | -51.5% | +33.0% | -84.5% | -60.8% |
| YTD | +20.0% | -23.8% | +43.8% | +16.6% |
| 1Y | +44.5% | -16.5% | +61.0% | +34.4% |
| 3Y | +539.0% | -53.6% | +592.7% | +641.8% |
| 5Y | +356.8% | -42.1% | +399.0% | +370.0% |
| 10Y | +1,190.4% | +90.1% | +1,100.3% | +620.4% |
| All | +116.6% | +499.7% | -383.0% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling