+543.5%
CIEN vs NI
+96.9%
+446.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 3M | -21.5% | -10.6% | -10.9% | -17.9% |
| 6M | +2.8% | -9.3% | +12.1% | +7.2% |
| YTD | +49.5% | +1.1% | +48.3% | +49.4% |
| 1Y | +163.8% | +3.4% | +160.4% | +161.1% |
| 3Y | +615.8% | +67.9% | +548.0% | +476.4% |
| All | +543.5% | +96.9% | +446.6% | +395.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling