+1,431.9%
CIEN vs NOC
+192.5%
+1,239.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +5.4% | -1.8% | +7.1% | +5.8% |
| 30D | -13.7% | -9.4% | -4.2% | -12.0% |
| 3M | -23.0% | -3.8% | -19.2% | -22.8% |
| 6M | -0.8% | -28.8% | +27.9% | +6.7% |
| YTD | +43.1% | -7.9% | +50.9% | +43.5% |
| 1Y | +157.6% | -9.0% | +166.7% | +159.1% |
| 3Y | +593.8% | +29.1% | +564.8% | +514.2% |
| 5Y | +520.6% | +58.9% | +461.6% | +389.3% |
| All | +1,431.9% | +192.5% | +1,239.4% | +766.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling