+1,188.7%
CIEN vs RF
+277.2%
+911.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.9% |
| 7D | -5.3% | -0.1% | -5.1% | -5.1% |
| 30D | -40.1% | +7.0% | -47.1% | -41.7% |
| 3M | -34.7% | -7.0% | -27.7% | -33.2% |
| 6M | -50.9% | +6.8% | -57.6% | -52.6% |
| YTD | +15.2% | +9.9% | +5.2% | +9.4% |
| 1Y | +35.2% | +21.1% | +14.0% | +23.8% |
| 3Y | +522.6% | +119.6% | +403.0% | +355.2% |
| 5Y | +344.2% | +46.2% | +298.0% | +266.1% |
| 10Y | +1,188.7% | +261.5% | +927.1% | +599.3% |
| All | +1,188.7% | +277.2% | +911.5% | +599.3% |
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