+174.5%
CIEN vs NI
+1.4%
+173.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.5% |
| 7D | -15.2% | +2.0% | -17.2% | -16.4% |
| 30D | -21.5% | -3.5% | -17.9% | -19.6% |
| 3M | -40.1% | -9.1% | -30.9% | -36.9% |
| 6M | -6.6% | -11.8% | +5.3% | +1.2% |
| YTD | +37.3% | +1.1% | +36.2% | +39.1% |
| 1Y | +174.5% | +6.7% | +167.8% | +184.0% |
| All | +174.5% | +1.4% | +173.1% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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