+355.8%
CIEN vs P
+279.3%
+76.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.7% |
| 7D | +15.3% | +11.6% | +3.6% | +9.9% |
| 30D | -22.0% | -23.7% | +1.7% | -11.2% |
| 3M | -36.6% | -8.0% | -28.7% | -33.7% |
| 6M | -51.5% | +27.9% | -79.4% | -56.5% |
| YTD | +20.0% | +61.2% | -41.2% | -2.7% |
| 1Y | +44.5% | +28.6% | +15.8% | +25.4% |
| 3Y | +539.0% | +200.5% | +338.6% | +291.9% |
| All | +355.8% | +279.3% | +76.5% | +153.3% |
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