+1,492.8%
CIEN vs NTR
+103.7%
+1,389.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | -12.8% | +21.7% | -34.6% | -17.1% |
| 3M | -23.1% | +22.8% | -45.8% | -27.4% |
| 6M | +6.1% | +8.2% | -2.1% | +2.9% |
| YTD | +44.5% | +32.9% | +11.6% | +32.0% |
| 1Y | +176.6% | +45.3% | +131.3% | +145.5% |
| 3Y | +601.0% | +41.7% | +559.3% | +514.9% |
| 5Y | +509.1% | +49.8% | +459.3% | +382.8% |
| All | +1,492.8% | +103.7% | +1,389.2% | +887.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling