+982.7%
CIEN vs P
+469.1%
+513.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +1.9% | +4.2% |
| 7D | -24.1% | -23.8% | -0.3% | -16.2% |
| 30D | -45.5% | -36.6% | -8.9% | -35.7% |
| 3M | -39.7% | +10.9% | -50.6% | -41.5% |
| 6M | -57.8% | +30.0% | -87.8% | -61.3% |
| YTD | +4.1% | +44.4% | -40.3% | -7.7% |
| 1Y | +20.8% | +3.9% | +16.9% | +16.9% |
| 3Y | +463.1% | +176.6% | +286.6% | +300.1% |
| 5Y | +302.3% | +249.3% | +53.0% | +162.3% |
| 10Y | +1,164.4% | +726.9% | +437.4% | +518.8% |
| All | +982.7% | +469.1% | +513.6% | +435.3% |
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