+429.8%
CIEN vs NVTS
-36.0%
+465.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -3.7% |
| 7D | +15.3% | +3.9% | +11.3% | +14.8% |
| 30D | -22.0% | -4.3% | -17.7% | -21.3% |
| 3M | -36.6% | -34.5% | -2.2% | -33.1% |
| 6M | -51.5% | -57.7% | +6.3% | -46.8% |
| YTD | +20.0% | +25.4% | -5.4% | +15.3% |
| 1Y | +44.5% | +13.1% | +31.3% | +40.2% |
| 3Y | +539.0% | +48.9% | +490.1% | +451.2% |
| 5Y | +356.8% | -51.8% | +408.6% | +303.9% |
| All | +429.8% | -36.0% | +465.8% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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