+1,171.1%
CIEN vs NVT
+732.7%
+438.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +3.9% |
| 7D | -5.3% | +10.4% | -15.7% | -10.6% |
| 30D | -17.2% | -1.3% | -16.0% | -16.5% |
| 3M | -26.9% | -0.6% | -26.2% | -26.3% |
| 6M | +16.0% | +53.8% | -37.8% | -6.6% |
| YTD | +45.9% | +60.2% | -14.2% | +15.5% |
| 1Y | +186.8% | +76.8% | +110.0% | +117.1% |
| 3Y | +607.8% | +191.2% | +416.5% | +316.1% |
| 5Y | +506.7% | +430.9% | +75.8% | +172.0% |
| All | +1,171.1% | +732.7% | +438.3% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling