+439.9%
CIEN vs QS
-44.4%
+484.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | -15.2% | -2.3% | -12.9% | -15.0% |
| 30D | -21.5% | -0.7% | -20.8% | -21.4% |
| 3M | -40.1% | -39.6% | -0.4% | -38.1% |
| 6M | -6.6% | -21.7% | +15.2% | -5.1% |
| YTD | +37.3% | -47.4% | +84.7% | +42.1% |
| 1Y | +174.5% | -28.4% | +202.9% | +179.2% |
| 3Y | +562.3% | -22.6% | +584.9% | +551.6% |
| 5Y | +463.9% | -75.6% | +539.5% | +445.8% |
| All | +439.9% | -44.4% | +484.3% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling