+30.4%
CIEN vs RF
+19.4%
+10.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -9.3% | +0.3% | -9.7% | -9.3% |
| 30D | -39.5% | +6.2% | -45.7% | -39.5% |
| 3M | -29.8% | -7.8% | -22.0% | -29.2% |
| 6M | -50.4% | +5.9% | -56.3% | -51.2% |
| YTD | +16.3% | +9.0% | +7.3% | +8.7% |
| 1Y | +30.4% | +19.3% | +11.1% | +20.6% |
| All | +30.4% | +19.4% | +10.9% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling