+1,013.0%
CIEN vs NDAQ
+2,327.9%
-1,314.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -15.2% | -2.4% | -12.7% | -14.5% |
| 30D | -21.5% | +2.5% | -23.9% | -22.4% |
| 3M | -40.1% | +9.9% | -50.0% | -43.1% |
| 6M | -6.6% | +9.4% | -16.0% | -11.9% |
| YTD | +37.3% | +0.4% | +36.8% | +33.1% |
| 1Y | +174.5% | +4.0% | +170.5% | +162.2% |
| 3Y | +562.3% | +94.4% | +467.9% | +389.1% |
| 5Y | +463.9% | +56.7% | +407.2% | +350.1% |
| 10Y | +1,302.4% | +375.3% | +927.1% | +611.0% |
| All | +1,013.0% | +2,327.9% | -1,314.9% | +299.5% |
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