+128.6%
CIEN vs RF
+240.7%
-112.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +8.7% | -1.3% | +10.1% | +9.5% |
| 30D | -26.9% | +4.6% | -31.5% | -28.1% |
| 3M | -23.6% | -8.4% | -15.2% | -21.5% |
| 6M | -49.1% | +8.9% | -57.9% | -51.1% |
| YTD | +26.6% | +8.8% | +17.8% | +21.1% |
| 1Y | +42.7% | +18.9% | +23.8% | +32.3% |
| 3Y | +570.8% | +116.0% | +454.9% | +399.9% |
| 5Y | +386.4% | +46.0% | +340.4% | +305.9% |
| 10Y | +1,261.7% | +231.7% | +1,030.0% | +672.9% |
| All | +128.6% | +240.7% | -112.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling