+543.5%
CIEN vs NRG
+194.8%
+348.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.7% |
| 7D | +8.9% | -4.7% | +13.6% | +11.4% |
| 30D | -19.1% | -6.0% | -13.1% | -16.9% |
| 3M | -21.5% | -8.0% | -13.5% | -19.3% |
| 6M | +2.8% | -23.2% | +26.0% | +15.6% |
| YTD | +49.5% | -28.1% | +77.5% | +73.0% |
| 1Y | +163.8% | -27.3% | +191.1% | +204.4% |
| 3Y | +615.8% | +208.7% | +407.2% | +383.4% |
| All | +543.5% | +194.8% | +348.7% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling