+463.1%
CIEN vs RF
+104.8%
+358.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.6% |
| 7D | -24.1% | -0.9% | -23.2% | -23.8% |
| 30D | -45.5% | +6.0% | -51.5% | -47.0% |
| 3M | -39.7% | -8.9% | -30.8% | -37.4% |
| 6M | -57.8% | +2.3% | -60.1% | -58.9% |
| YTD | +4.1% | +7.6% | -3.5% | -2.5% |
| 1Y | +20.8% | +21.2% | -0.3% | +6.0% |
| 3Y | +463.1% | +108.5% | +354.6% | +274.1% |
| All | +463.1% | +104.8% | +358.3% | +274.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling