+543.5%
CIEN vs NTR
+45.7%
+497.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.5% |
| 7D | +8.9% | -1.3% | +10.2% | +9.1% |
| 30D | -19.1% | +16.8% | -35.9% | -20.8% |
| 3M | -21.5% | +20.7% | -42.2% | -23.8% |
| 6M | +2.8% | +0.5% | +2.3% | +2.3% |
| YTD | +49.5% | +29.2% | +20.3% | +42.5% |
| 1Y | +163.8% | +39.6% | +124.2% | +147.5% |
| 3Y | +615.8% | +37.9% | +578.0% | +563.2% |
| All | +543.5% | +45.7% | +497.8% | +465.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling