+163.8%
CIEN vs NTR
+39.1%
+124.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.5% |
| 7D | +8.9% | -1.3% | +10.2% | +8.8% |
| 30D | -19.1% | +16.8% | -35.9% | -18.5% |
| 3M | -21.5% | +20.7% | -42.2% | -21.0% |
| 6M | +2.8% | +0.5% | +2.3% | +3.2% |
| YTD | +49.5% | +29.2% | +20.3% | +49.2% |
| 1Y | +163.8% | +39.6% | +124.2% | +160.4% |
| All | +163.8% | +39.1% | +124.7% | +160.4% |
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