+538.3%
CIEN vs NVTS
-17.0%
+555.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.6% |
| 7D | -4.6% | +3.5% | -8.0% | -4.9% |
| 30D | -12.8% | -11.9% | -0.9% | -11.5% |
| 3M | -23.1% | -49.2% | +26.2% | -17.5% |
| 6M | +6.1% | +38.4% | -32.3% | +0.8% |
| YTD | +44.5% | +62.5% | -17.9% | +34.2% |
| 1Y | +176.6% | +101.4% | +75.2% | +148.6% |
| 3Y | +601.0% | +40.4% | +560.5% | +517.2% |
| All | +538.3% | -17.0% | +555.4% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling