+506.2%
CIEN vs NVTS
-15.6%
+521.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.4% |
| 7D | -15.2% | +2.7% | -17.9% | -15.4% |
| 30D | -21.5% | -4.5% | -17.0% | -21.0% |
| 3M | -40.1% | -61.5% | +21.5% | -33.8% |
| 6M | -6.6% | +28.0% | -34.5% | -10.6% |
| YTD | +37.3% | +65.3% | -28.0% | +27.2% |
| 1Y | +174.5% | +113.0% | +61.6% | +145.4% |
| 3Y | +562.3% | +34.7% | +527.6% | +488.3% |
| All | +506.2% | -15.6% | +521.8% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling