+48.9%
CIEN vs MAR
+62.0%
-13.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.0% | -11.3% | -9.3% |
| 7D | -25.0% | +7.7% | -32.8% | -25.3% |
| 30D | -30.1% | +19.4% | -49.5% | -30.9% |
| 3M | -33.8% | +23.3% | -57.1% | -34.6% |
| 6M | -49.4% | +22.8% | -72.3% | -52.0% |
| YTD | +16.4% | +37.8% | -21.4% | +3.7% |
| 1Y | +48.9% | +57.4% | -8.5% | +21.0% |
| All | +48.9% | +62.0% | -13.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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