+110.1%
CIEN vs PH
+8,119.3%
-8,009.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -9.3% | +2.1% | -11.5% | -10.0% |
| 30D | -39.5% | +0.3% | -39.8% | -39.2% |
| 3M | -29.8% | -8.8% | -21.0% | -24.9% |
| 6M | -50.4% | +10.0% | -60.4% | -53.1% |
| YTD | +16.3% | +10.5% | +5.9% | +10.0% |
| 1Y | +30.4% | +15.5% | +14.8% | +20.1% |
| 3Y | +516.6% | +136.4% | +380.2% | +265.9% |
| 5Y | +349.8% | +213.6% | +136.2% | +117.7% |
| 10Y | +1,184.7% | +713.9% | +470.8% | +192.3% |
| All | +110.1% | +8,119.3% | -8,009.2% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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