+1,500.5%
CIEN vs QSR
+135.2%
+1,365.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +8.9% | -4.0% | +12.9% | +10.1% |
| 30D | -19.1% | +2.8% | -21.8% | -19.9% |
| 3M | -21.5% | +5.1% | -26.6% | -23.2% |
| 6M | +2.8% | +8.8% | -6.0% | -0.8% |
| YTD | +49.5% | +14.8% | +34.6% | +40.8% |
| 1Y | +163.8% | +25.7% | +138.1% | +140.3% |
| 3Y | +615.8% | +27.5% | +588.3% | +541.1% |
| 5Y | +548.4% | +41.3% | +507.1% | +454.6% |
| All | +1,500.5% | +135.2% | +1,365.3% | +998.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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