+462.8%
CIEN vs QS
-47.4%
+510.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +5.4% | -5.0% | +10.3% | +5.8% |
| 30D | -13.7% | -18.3% | +4.6% | -12.4% |
| 3M | -23.0% | -26.0% | +3.0% | -21.6% |
| 6M | -0.8% | -24.0% | +23.2% | +1.0% |
| YTD | +43.1% | -50.3% | +93.3% | +48.7% |
| 1Y | +157.6% | -38.0% | +195.6% | +164.4% |
| 3Y | +593.8% | -24.6% | +618.4% | +584.9% |
| 5Y | +520.6% | -75.4% | +596.0% | +504.5% |
| All | +462.8% | -47.4% | +510.2% | +746.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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