+48.9%
CIEN vs MKTX
+5.4%
+43.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.2% | -9.3% |
| 7D | -25.0% | +0.5% | -25.5% | -25.1% |
| 30D | -30.1% | +1.0% | -31.1% | -30.2% |
| 3M | -33.8% | +2.5% | -36.3% | -33.9% |
| 6M | -49.4% | +8.0% | -57.5% | -50.3% |
| YTD | +16.4% | -7.3% | +23.7% | +15.4% |
| 1Y | +48.9% | +4.7% | +44.2% | +43.2% |
| All | +48.9% | +5.4% | +43.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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