+48.9%
CIEN vs NRG
-50.8%
+99.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.5% | +4.2% | +0.6% |
| 7D | -25.0% | -13.7% | -11.3% | -16.6% |
| 30D | -30.1% | -13.6% | -16.6% | -21.6% |
| 3M | -33.8% | -28.5% | -5.3% | -16.2% |
| 6M | -49.4% | -45.8% | -3.7% | -22.9% |
| YTD | +16.4% | -46.9% | +63.4% | +76.8% |
| 1Y | +48.9% | -49.7% | +98.6% | +137.4% |
| All | +48.9% | -50.8% | +99.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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