+1,500.5%
CIEN vs NTRS
+259.9%
+1,240.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.9% |
| 7D | +8.9% | +1.4% | +7.5% | +8.1% |
| 30D | -19.1% | -0.7% | -18.4% | -19.0% |
| 3M | -21.5% | +11.3% | -32.8% | -25.6% |
| 6M | +2.8% | +35.5% | -32.7% | -11.8% |
| YTD | +49.5% | +40.6% | +8.9% | +25.2% |
| 1Y | +163.8% | +49.2% | +114.6% | +114.7% |
| 3Y | +615.8% | +167.2% | +448.6% | +334.3% |
| 5Y | +548.4% | +94.9% | +453.4% | +344.7% |
| All | +1,500.5% | +259.9% | +1,240.5% | +612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling