+543.5%
CIEN vs NVT
+419.5%
+123.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.2% | +1.1% |
| 7D | +8.9% | +4.1% | +4.8% | +5.9% |
| 30D | -19.1% | -5.1% | -14.0% | -16.0% |
| 3M | -21.5% | -1.2% | -20.3% | -20.7% |
| 6M | +2.8% | +46.6% | -43.8% | -20.0% |
| YTD | +49.5% | +60.0% | -10.5% | +10.3% |
| 1Y | +163.8% | +70.8% | +93.0% | +87.5% |
| 3Y | +615.8% | +187.5% | +428.3% | +259.0% |
| All | +543.5% | +419.5% | +123.9% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling