+509.1%
CIEN vs QS
-74.8%
+583.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.7% | +0.1% |
| 7D | -4.6% | -4.2% | -0.3% | -3.9% |
| 30D | -12.8% | -15.7% | +2.9% | -10.4% |
| 3M | -23.1% | -28.7% | +5.6% | -19.3% |
| 6M | +6.1% | -23.2% | +29.3% | +10.1% |
| YTD | +44.5% | -49.9% | +94.4% | +58.3% |
| 1Y | +176.6% | -38.8% | +215.4% | +191.2% |
| 3Y | +601.0% | -24.0% | +625.0% | +548.4% |
| 5Y | +509.1% | -75.6% | +584.7% | +474.6% |
| All | +509.1% | -74.8% | +583.9% | +474.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling