+78.2%
CIEN vs RF
+238.0%
-159.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.5% |
| 7D | -34.0% | -1.6% | -32.3% | -33.6% |
| 30D | -48.0% | +5.0% | -53.0% | -49.0% |
| 3M | -43.5% | -10.0% | -33.6% | -41.6% |
| 6M | -57.6% | +3.3% | -61.0% | -58.5% |
| YTD | -1.3% | +7.9% | -9.2% | -5.4% |
| 1Y | +17.9% | +21.2% | -3.4% | +8.4% |
| 3Y | +425.8% | +105.8% | +320.0% | +298.3% |
| 5Y | +281.5% | +43.7% | +237.8% | +219.9% |
| 10Y | +1,099.0% | +289.4% | +809.6% | +542.7% |
| All | +78.2% | +238.0% | -159.8% | -38.9% |
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