+42.7%
CIEN vs NXT
-4.9%
+47.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +8.7% | -5.7% | +14.5% | +11.9% |
| 30D | -26.9% | +18.5% | -45.4% | -32.9% |
| 3M | -23.6% | -4.1% | -19.5% | -22.7% |
| 6M | -49.1% | -20.3% | -28.8% | -45.4% |
| YTD | +26.6% | +15.5% | +11.1% | +10.2% |
| 1Y | +42.7% | -5.0% | +47.7% | +33.5% |
| All | +42.7% | -4.9% | +47.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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