+1,500.5%
CIEN vs NYT
+489.9%
+1,010.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +8.9% | -0.6% | +9.5% | +9.1% |
| 30D | -19.1% | +4.6% | -23.7% | -20.2% |
| 3M | -21.5% | -9.6% | -11.9% | -20.1% |
| 6M | +2.8% | -14.0% | +16.8% | +6.3% |
| YTD | +49.5% | -2.8% | +52.3% | +47.8% |
| 1Y | +163.8% | +15.6% | +148.2% | +145.2% |
| 3Y | +615.8% | +56.3% | +559.5% | +488.6% |
| 5Y | +548.4% | +39.5% | +508.9% | +437.5% |
| All | +1,500.5% | +489.9% | +1,010.5% | +576.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling