+539.0%
CIEN vs QS
-32.2%
+571.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -3.7% |
| 7D | +15.3% | -14.0% | +29.3% | +18.3% |
| 30D | -22.0% | -6.4% | -15.6% | -21.2% |
| 3M | -36.6% | -40.3% | +3.6% | -30.9% |
| 6M | -51.5% | -57.5% | +6.1% | -44.6% |
| YTD | +20.0% | -64.7% | +84.6% | +39.0% |
| 1Y | +44.5% | -72.9% | +117.3% | +72.9% |
| 3Y | +539.0% | -33.5% | +572.5% | +490.2% |
| All | +539.0% | -32.2% | +571.3% | +490.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling