+477.0%
CIEN vs PL
+82.7%
+394.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -15.2% | -9.3% | -5.9% | -13.6% |
| 30D | -21.5% | -18.9% | -2.6% | -18.3% |
| 3M | -40.1% | -58.4% | +18.3% | -30.9% |
| 6M | -6.6% | -30.3% | +23.7% | -1.6% |
| YTD | +37.3% | -8.1% | +45.4% | +38.0% |
| 1Y | +174.5% | +180.5% | -5.9% | +132.2% |
| 3Y | +562.3% | +444.1% | +118.1% | +375.8% |
| All | +477.0% | +82.7% | +394.4% | +247.2% |
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