+393.1%
CIEN vs S
-51.7%
+444.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +15.3% | +2.0% | +13.3% | +14.9% |
| 30D | -22.0% | -2.7% | -19.3% | -21.2% |
| 3M | -36.6% | -6.9% | -29.8% | -35.7% |
| 6M | -51.5% | +38.1% | -89.5% | -54.8% |
| YTD | +20.0% | +48.0% | -28.0% | +8.8% |
| 1Y | +44.5% | +34.5% | +10.0% | +33.1% |
| 3Y | +539.0% | +38.3% | +500.7% | +478.1% |
| 5Y | +356.8% | -70.9% | +427.7% | +351.5% |
| All | +393.1% | -51.7% | +444.9% | +395.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling