+919.4%
CIEN vs NDAQ
+2,632.1%
-1,712.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +27.4% | +1.7% | +25.7% | +26.6% |
| 30D | -26.6% | +16.2% | -42.8% | -31.3% |
| 3M | -32.0% | +14.0% | -45.9% | -36.1% |
| 6M | -49.1% | +22.3% | -71.3% | -54.3% |
| YTD | +25.7% | +13.0% | +12.7% | +15.3% |
| 1Y | +40.3% | +24.0% | +16.3% | +23.9% |
| 3Y | +566.2% | +117.1% | +449.1% | +368.0% |
| 5Y | +378.7% | +67.5% | +311.2% | +269.5% |
| 10Y | +1,252.3% | +474.3% | +778.0% | +530.8% |
| All | +919.4% | +2,632.1% | -1,712.7% | +246.1% |
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