+559.0%
CIEN vs NXT
+178.8%
+380.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -15.2% | -1.1% | -14.1% | -15.0% |
| 30D | -21.5% | -15.3% | -6.1% | -18.2% |
| 3M | -40.1% | -43.8% | +3.7% | -31.6% |
| 6M | -6.6% | -18.7% | +12.1% | -1.8% |
| YTD | +37.3% | -3.0% | +40.3% | +39.2% |
| 1Y | +174.5% | +22.7% | +151.8% | +168.7% |
| 3Y | +562.3% | +95.9% | +466.3% | +487.7% |
| All | +559.0% | +178.8% | +380.2% | +463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling