+158.3%
CIEN vs NYT
+370.7%
-212.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -13.7% | +4.5% | -18.1% | -15.3% |
| 3M | -23.0% | -8.5% | -14.5% | -21.6% |
| 6M | -0.8% | -15.1% | +14.2% | +4.0% |
| YTD | +43.1% | -3.3% | +46.3% | +41.3% |
| 1Y | +157.6% | +17.0% | +140.6% | +133.3% |
| 3Y | +593.8% | +55.7% | +538.2% | +441.3% |
| 5Y | +520.6% | +38.9% | +481.7% | +387.9% |
| 10Y | +1,444.6% | +485.3% | +959.3% | +472.9% |
| All | +158.3% | +370.7% | -212.3% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling