+48.9%
CIEN vs NVT
+3.0%
+45.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | +3.6% |
| 7D | -25.0% | -19.5% | -5.6% | -6.9% |
| 30D | -30.1% | -32.4% | +2.3% | +4.4% |
| 3M | -33.8% | -30.3% | -3.4% | -4.0% |
| 6M | -49.4% | -30.4% | -19.0% | -26.9% |
| YTD | +16.4% | +11.3% | +5.1% | -0.5% |
| 1Y | +48.9% | +3.6% | +45.3% | +41.1% |
| All | +48.9% | +3.0% | +45.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling