+48.9%
CIEN vs S
+36.5%
+12.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -9.3% |
| 7D | -25.0% | -8.2% | -16.8% | -24.8% |
| 30D | -30.1% | -7.6% | -22.5% | -30.3% |
| 3M | -33.8% | +12.0% | -45.7% | -31.9% |
| 6M | -49.4% | +50.6% | -100.0% | -46.0% |
| YTD | +16.4% | +56.6% | -40.2% | +27.5% |
| 1Y | +48.9% | +39.2% | +9.6% | +61.8% |
| All | +48.9% | +36.5% | +12.4% | +61.8% |
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