+743.9%
CIEN vs NDAQ
+2,593.6%
-1,849.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | -24.1% | +0.8% | -24.9% | -24.5% |
| 30D | -45.5% | +16.5% | -62.0% | -49.1% |
| 3M | -39.7% | +13.5% | -53.2% | -43.3% |
| 6M | -57.8% | +20.9% | -78.7% | -62.0% |
| YTD | +4.1% | +11.4% | -7.3% | -4.1% |
| 1Y | +20.8% | +25.9% | -5.1% | +5.9% |
| 3Y | +463.1% | +119.9% | +343.3% | +293.3% |
| 5Y | +302.3% | +61.7% | +240.5% | +214.8% |
| 10Y | +1,164.4% | +481.6% | +682.8% | +486.9% |
| All | +743.9% | +2,593.6% | -1,849.7% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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