+44.5%
CIEN vs NOC
-0.7%
+45.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.5% |
| 7D | +15.3% | +4.8% | +10.4% | +16.6% |
| 30D | -22.0% | +11.0% | -33.0% | -19.1% |
| 3M | -36.6% | -3.8% | -32.8% | -36.5% |
| 6M | -51.5% | +0.6% | -52.1% | -49.9% |
| YTD | +20.0% | -2.3% | +22.2% | +28.0% |
| 1Y | +44.5% | +0.3% | +44.2% | +54.7% |
| All | +44.5% | -0.7% | +45.1% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling