+477.0%
CIEN vs P
+276.6%
+200.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -15.2% | +6.5% | -21.7% | -17.7% |
| 30D | -21.5% | +18.8% | -40.3% | -28.0% |
| 3M | -40.1% | +26.7% | -66.8% | -46.4% |
| 6M | -6.6% | +62.2% | -68.7% | -25.0% |
| YTD | +37.3% | +48.5% | -11.2% | +13.3% |
| 1Y | +174.5% | +26.4% | +148.2% | +137.3% |
| 3Y | +562.3% | +159.4% | +402.9% | +322.8% |
| All | +477.0% | +276.6% | +200.4% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling