+1,207.8%
CIEN vs P
+547.6%
+660.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.9% |
| 7D | +27.4% | +17.8% | +9.5% | +20.6% |
| 30D | -26.6% | -29.9% | +3.3% | -16.3% |
| 3M | -32.0% | -1.2% | -30.8% | -31.1% |
| 6M | -49.1% | +32.1% | -81.2% | -53.6% |
| YTD | +25.7% | +64.3% | -38.6% | +6.7% |
| 1Y | +40.3% | +24.3% | +16.0% | +28.1% |
| 3Y | +566.2% | +203.2% | +363.0% | +357.8% |
| 5Y | +378.7% | +290.4% | +88.3% | +200.2% |
| 10Y | +1,252.3% | +680.9% | +571.4% | +556.6% |
| All | +1,207.8% | +547.6% | +660.1% | +519.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling