+441.3%
CIEN vs PL
+41.8%
+399.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +27.4% | +22.3% | +5.1% | +22.4% |
| 30D | -26.6% | -8.3% | -18.3% | -24.9% |
| 3M | -32.0% | -43.3% | +11.3% | -24.1% |
| 6M | -49.1% | -65.8% | +16.8% | -38.8% |
| YTD | +25.7% | -29.5% | +55.2% | +33.4% |
| 1Y | +40.3% | +11.7% | +28.6% | +38.8% |
| 3Y | +566.2% | +540.6% | +25.6% | +382.3% |
| 5Y | +378.7% | +32.9% | +345.8% | +214.5% |
| All | +441.3% | +41.8% | +399.5% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling