+1,201.8%
CIEN vs NVT
+731.8%
+470.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.2% | +1.8% |
| 7D | +8.9% | +4.1% | +4.8% | +6.5% |
| 30D | -19.1% | -5.1% | -14.0% | -16.6% |
| 3M | -21.5% | -1.2% | -20.3% | -20.6% |
| 6M | +2.8% | +46.6% | -43.8% | -15.2% |
| YTD | +49.5% | +60.0% | -10.5% | +18.4% |
| 1Y | +163.8% | +70.8% | +93.0% | +103.0% |
| 3Y | +615.8% | +187.5% | +428.3% | +323.2% |
| 5Y | +548.4% | +426.1% | +122.2% | +191.8% |
| All | +1,201.8% | +731.8% | +470.0% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling