+163.5%
CIEN vs NI
+1,686.4%
-1,522.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.7% |
| 7D | -5.3% | +2.3% | -7.6% | -6.4% |
| 30D | -17.2% | -1.7% | -15.6% | -16.6% |
| 3M | -26.9% | -8.0% | -18.9% | -24.2% |
| 6M | +16.0% | -8.6% | +24.7% | +20.9% |
| YTD | +45.9% | +2.3% | +43.6% | +44.4% |
| 1Y | +186.8% | +6.9% | +179.9% | +177.6% |
| 3Y | +607.8% | +70.6% | +537.2% | +441.6% |
| 5Y | +506.7% | +96.4% | +410.4% | +328.1% |
| 10Y | +1,438.7% | +136.1% | +1,302.6% | +827.9% |
| All | +163.5% | +1,686.4% | -1,522.9% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling