+1,500.5%
CIEN vs NRG
+1,083.9%
+416.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.8% |
| 7D | +8.9% | -4.7% | +13.6% | +11.0% |
| 30D | -19.1% | -6.0% | -13.1% | -17.3% |
| 3M | -21.5% | -8.0% | -13.5% | -19.6% |
| 6M | +2.8% | -23.2% | +26.0% | +13.4% |
| YTD | +49.5% | -28.1% | +77.5% | +69.0% |
| 1Y | +163.8% | -27.3% | +191.1% | +197.6% |
| 3Y | +615.8% | +208.7% | +407.2% | +401.2% |
| 5Y | +548.4% | +197.7% | +350.7% | +350.3% |
| All | +1,500.5% | +1,083.9% | +416.5% | +729.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling