+157.6%
CIEN vs NVTS
+87.1%
+70.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.1% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -13.7% | -18.0% | +4.3% | -9.6% |
| 3M | -23.0% | -45.6% | +22.6% | -14.0% |
| 6M | -0.8% | +28.5% | -29.3% | -8.9% |
| YTD | +43.1% | +56.2% | -13.1% | +25.4% |
| 1Y | +157.6% | +97.7% | +59.9% | +128.9% |
| All | +157.6% | +87.1% | +70.6% | +128.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling