+371.9%
CIEN vs QS
-62.6%
+434.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -4.2% |
| 7D | +15.3% | -14.0% | +29.3% | +16.5% |
| 30D | -22.0% | -6.4% | -15.6% | -21.6% |
| 3M | -36.6% | -40.3% | +3.6% | -34.3% |
| 6M | -51.5% | -57.5% | +6.1% | -48.6% |
| YTD | +20.0% | -64.7% | +84.6% | +27.8% |
| 1Y | +44.5% | -72.9% | +117.3% | +56.1% |
| 3Y | +539.0% | -33.5% | +572.5% | +543.6% |
| 5Y | +356.8% | -90.5% | +447.3% | +343.2% |
| All | +371.9% | -62.6% | +434.5% | +627.7% |
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