+163.5%
CIEN vs ITW
+2,268.1%
-2,104.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.7% |
| 7D | -5.3% | -0.4% | -4.8% | -5.1% |
| 30D | -17.2% | -9.4% | -7.8% | -11.1% |
| 3M | -26.9% | +7.1% | -34.0% | -31.5% |
| 6M | +16.0% | -1.9% | +17.9% | +15.9% |
| YTD | +45.9% | +10.4% | +35.5% | +32.6% |
| 1Y | +186.8% | +3.3% | +183.5% | +172.1% |
| 3Y | +607.8% | +21.0% | +586.8% | +492.4% |
| 5Y | +506.7% | +36.3% | +470.4% | +357.4% |
| 10Y | +1,438.7% | +185.8% | +1,252.9% | +519.7% |
| All | +163.5% | +2,268.1% | -2,104.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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