+568.0%
CIEN vs NVDL
+2,608.0%
-2,040.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -4.6% | -0.8% | -3.7% | -4.6% |
| 30D | -12.8% | +3.4% | -16.2% | -13.9% |
| 3M | -23.1% | +8.1% | -31.2% | -25.1% |
| 6M | +6.1% | +31.9% | -25.8% | -2.3% |
| YTD | +44.5% | +21.1% | +23.4% | +34.8% |
| 1Y | +176.6% | +34.0% | +142.6% | +150.9% |
| 3Y | +601.0% | +677.9% | -77.0% | +369.5% |
| All | +568.0% | +2,608.0% | -2,040.1% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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