+1,327.9%
CIEN vs P
+485.4%
+842.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -15.2% | +6.5% | -21.7% | -17.2% |
| 30D | -21.5% | +18.8% | -40.3% | -26.6% |
| 3M | -40.1% | +26.7% | -66.8% | -45.0% |
| 6M | -6.6% | +62.2% | -68.7% | -20.9% |
| YTD | +37.3% | +48.5% | -11.2% | +18.8% |
| 1Y | +174.5% | +26.4% | +148.2% | +147.0% |
| 3Y | +562.3% | +159.4% | +402.9% | +370.4% |
| 5Y | +463.9% | +275.8% | +188.2% | +254.9% |
| 10Y | +1,302.4% | +732.0% | +570.3% | +572.6% |
| All | +1,327.9% | +485.4% | +842.6% | +589.5% |
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