+395.9%
CIEN vs PL
+46.6%
+349.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +14.5% | -3.8% | +7.7% |
| 7D | -5.3% | +10.9% | -16.2% | -6.9% |
| 30D | -40.1% | -16.4% | -23.8% | -37.7% |
| 3M | -34.7% | -39.9% | +5.3% | -27.9% |
| 6M | -50.9% | -63.2% | +12.3% | -41.7% |
| YTD | +15.2% | -27.1% | +42.3% | +21.4% |
| 1Y | +35.2% | +12.2% | +23.0% | +33.3% |
| 3Y | +522.6% | +584.3% | -61.7% | +346.0% |
| 5Y | +344.2% | +37.0% | +307.2% | +189.7% |
| All | +395.9% | +46.6% | +349.3% | +221.7% |
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