+174.5%
CIEN vs NTR
+43.1%
+131.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.0% |
| 7D | -15.2% | +8.1% | -23.3% | -14.9% |
| 30D | -21.5% | +18.8% | -40.2% | -20.9% |
| 3M | -40.1% | +16.2% | -56.3% | -39.5% |
| 6M | -6.6% | +9.8% | -16.3% | -6.6% |
| YTD | +37.3% | +30.9% | +6.4% | +36.6% |
| 1Y | +174.5% | +41.8% | +132.8% | +169.5% |
| All | +174.5% | +43.1% | +131.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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