+33.3%
CIEN vs Q
+66.4%
-33.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.9% | +0.5% |
| 7D | -24.1% | +0.3% | -24.4% | -23.7% |
| 30D | -45.5% | -9.8% | -35.7% | -40.3% |
| 3M | -39.7% | -12.2% | -27.5% | -32.5% |
| 6M | -57.8% | -21.6% | -36.2% | -49.6% |
| YTD | +4.1% | +43.6% | -39.5% | -12.3% |
| 1Y | +20.8% | +25.7% | -4.9% | +7.0% |
| All | +33.3% | +66.4% | -33.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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