+174.5%
CIEN vs S
+10.1%
+164.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -15.2% | -7.7% | -7.5% | -15.4% |
| 30D | -21.5% | -5.3% | -16.1% | -21.4% |
| 3M | -40.1% | +20.3% | -60.3% | -38.8% |
| 6M | -6.6% | +47.4% | -53.9% | -4.0% |
| YTD | +37.3% | +32.5% | +4.7% | +43.5% |
| 1Y | +174.5% | +9.5% | +165.0% | +193.3% |
| All | +174.5% | +10.1% | +164.4% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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