+577.2%
CIEN vs NRG
+1,537.4%
-960.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.5% |
| 7D | -4.6% | +3.9% | -8.4% | -6.2% |
| 30D | -12.8% | -3.0% | -9.8% | -11.9% |
| 3M | -23.1% | -10.9% | -12.2% | -20.1% |
| 6M | +6.1% | -25.3% | +31.4% | +19.0% |
| YTD | +44.5% | -26.8% | +71.4% | +63.7% |
| 1Y | +176.6% | -23.3% | +199.9% | +207.8% |
| 3Y | +601.0% | +208.6% | +392.3% | +334.1% |
| 5Y | +509.1% | +194.1% | +315.0% | +272.8% |
| 10Y | +1,460.5% | +1,123.6% | +336.9% | +369.2% |
| All | +577.2% | +1,537.4% | -960.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling