+158.3%
CIEN vs NTRS
+1,464.0%
-1,305.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | -13.7% | +0.2% | -13.8% | -13.9% |
| 3M | -23.0% | +13.2% | -36.2% | -28.5% |
| 6M | -0.8% | +36.9% | -37.8% | -17.9% |
| YTD | +43.1% | +39.1% | +3.9% | +16.5% |
| 1Y | +157.6% | +50.4% | +107.2% | +100.5% |
| 3Y | +593.8% | +166.8% | +427.0% | +279.1% |
| 5Y | +520.6% | +92.9% | +427.7% | +294.4% |
| 10Y | +1,444.6% | +255.7% | +1,188.9% | +511.4% |
| All | +158.3% | +1,464.0% | -1,305.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling