+186.8%
CIEN vs P
+26.4%
+160.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.5% |
| 7D | -5.3% | +7.8% | -13.1% | -9.1% |
| 30D | -17.2% | +12.3% | -29.6% | -23.3% |
| 3M | -26.9% | +37.1% | -64.0% | -39.0% |
| 6M | +16.0% | +66.1% | -50.1% | -13.8% |
| YTD | +45.9% | +50.9% | -5.0% | +12.1% |
| 1Y | +186.8% | +27.2% | +159.6% | +124.4% |
| All | +186.8% | +26.4% | +160.4% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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