+163.8%
CIEN vs NI
+4.4%
+159.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +8.9% | 0.0% | +8.8% | +8.9% |
| 30D | -19.1% | -1.4% | -17.7% | -18.4% |
| 3M | -21.5% | -10.6% | -10.9% | -16.0% |
| 6M | +2.8% | -9.3% | +12.1% | +9.3% |
| YTD | +49.5% | +1.1% | +48.3% | +51.6% |
| 1Y | +163.8% | +3.4% | +160.4% | +171.8% |
| All | +163.8% | +4.4% | +159.4% | +171.8% |
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