+1,781.4%
CIEN vs QSR
+211.0%
+1,570.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.0% |
| 7D | -5.3% | +0.1% | -5.3% | -5.4% |
| 30D | -17.2% | +5.9% | -23.2% | -18.8% |
| 3M | -26.9% | +10.5% | -37.3% | -29.6% |
| 6M | +16.0% | +7.7% | +8.3% | +12.2% |
| YTD | +45.9% | +16.8% | +29.1% | +36.7% |
| 1Y | +186.8% | +30.9% | +155.9% | +157.7% |
| 3Y | +607.8% | +28.2% | +579.6% | +532.6% |
| 5Y | +506.7% | +45.0% | +461.8% | +415.6% |
| 10Y | +1,438.7% | +127.3% | +1,311.4% | +952.9% |
| All | +1,781.4% | +211.0% | +1,570.5% | +1,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling