+378.7%
CIEN vs NOC
+65.6%
+313.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +27.4% | +4.5% | +22.8% | +27.4% |
| 30D | -26.6% | +14.1% | -40.7% | -26.4% |
| 3M | -32.0% | -4.5% | -27.5% | -31.8% |
| 6M | -49.1% | -0.8% | -48.3% | -48.8% |
| YTD | +25.7% | -2.5% | +28.2% | +26.2% |
| 1Y | +40.3% | -0.1% | +40.4% | +40.5% |
| 3Y | +566.2% | +24.6% | +541.6% | +546.0% |
| 5Y | +378.7% | +65.6% | +313.1% | +335.7% |
| All | +378.7% | +65.6% | +313.1% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling