+48.9%
CIEN vs PL
-0.6%
+49.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -6.9% |
| 7D | -25.0% | -11.7% | -13.3% | -21.2% |
| 30D | -30.1% | -27.1% | -3.0% | -21.2% |
| 3M | -33.8% | -44.6% | +10.8% | -18.5% |
| 6M | -49.4% | -67.2% | +17.7% | -29.3% |
| YTD | +16.4% | -35.9% | +52.3% | +31.9% |
| 1Y | +48.9% | -0.4% | +49.3% | +44.9% |
| All | +48.9% | -0.6% | +49.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling