+539.0%
CIEN vs NXT
+175.5%
+363.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.0% |
| 7D | +15.3% | -9.4% | +24.7% | +18.2% |
| 30D | -22.0% | +15.1% | -37.1% | -25.5% |
| 3M | -36.6% | -9.1% | -27.5% | -35.5% |
| 6M | -51.5% | -30.3% | -21.1% | -47.7% |
| YTD | +20.0% | +9.1% | +10.9% | +17.3% |
| 1Y | +44.5% | +7.9% | +36.6% | +41.7% |
| 3Y | +539.0% | +176.5% | +362.6% | +424.3% |
| All | +539.0% | +175.5% | +363.5% | +424.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling