+349.8%
CIEN vs PL
+36.0%
+313.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -9.3% | +5.6% | -14.9% | -10.1% |
| 30D | -39.5% | -16.9% | -22.6% | -37.0% |
| 3M | -29.8% | -38.2% | +8.4% | -22.9% |
| 6M | -50.4% | -63.4% | +13.1% | -41.0% |
| YTD | +16.3% | -27.6% | +44.0% | +22.9% |
| 1Y | +30.4% | +6.6% | +23.8% | +29.5% |
| 3Y | +516.6% | +557.6% | -41.0% | +344.0% |
| 5Y | +349.8% | +39.5% | +310.3% | +213.6% |
| All | +349.8% | +36.0% | +313.7% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling