+1,146.8%
CIEN vs RF
+223.4%
+923.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.0% |
| 7D | +15.3% | +1.9% | +13.3% | +14.5% |
| 30D | -22.0% | +7.3% | -29.3% | -24.1% |
| 3M | -36.6% | -7.9% | -28.7% | -34.9% |
| 6M | -51.5% | +10.5% | -62.0% | -53.7% |
| YTD | +20.0% | +9.6% | +10.3% | +14.0% |
| 1Y | +44.5% | +20.3% | +24.2% | +32.5% |
| 3Y | +539.0% | +119.5% | +419.5% | +367.3% |
| 5Y | +356.8% | +48.2% | +308.6% | +274.7% |
| All | +1,146.8% | +223.4% | +923.5% | +606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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