+147.9%
CIEN vs IT
+481.8%
-333.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +3.0% |
| 7D | -15.2% | -6.0% | -9.1% | -13.3% |
| 30D | -21.5% | 0.0% | -21.5% | -22.4% |
| 3M | -40.1% | +13.1% | -53.1% | -45.8% |
| 6M | -6.6% | +11.7% | -18.3% | -18.1% |
| YTD | +37.3% | -26.1% | +63.4% | +39.6% |
| 1Y | +174.5% | -21.3% | +195.8% | +167.6% |
| 3Y | +562.3% | -46.7% | +609.0% | +640.3% |
| 5Y | +463.9% | -40.5% | +504.5% | +489.8% |
| 10Y | +1,302.4% | +103.9% | +1,198.5% | +680.6% |
| All | +147.9% | +481.8% | -333.9% | -33.7% |
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 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