+592.2%
CIEN vs QS
-25.4%
+617.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.7% | +0.2% |
| 7D | -4.6% | -4.2% | -0.3% | -3.9% |
| 30D | -12.8% | -15.7% | +2.9% | -10.3% |
| 3M | -23.1% | -28.7% | +5.6% | -19.2% |
| 6M | +6.1% | -23.2% | +29.3% | +10.4% |
| YTD | +44.5% | -49.9% | +94.4% | +58.1% |
| 1Y | +176.6% | -38.8% | +215.4% | +193.0% |
| All | +592.2% | -25.4% | +617.6% | +545.6% |
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