+463.1%
CIEN vs P
+175.5%
+287.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +1.9% | +3.8% |
| 7D | -24.1% | -23.8% | -0.3% | -13.2% |
| 30D | -45.5% | -36.6% | -8.9% | -32.0% |
| 3M | -39.7% | +10.9% | -50.6% | -42.0% |
| 6M | -57.8% | +30.0% | -87.8% | -62.6% |
| YTD | +4.1% | +44.4% | -40.3% | -12.2% |
| 1Y | +20.8% | +3.9% | +16.9% | +13.9% |
| 3Y | +463.1% | +176.6% | +286.6% | +302.8% |
| All | +463.1% | +175.5% | +287.7% | +302.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling