+30.4%
CIEN vs S
+37.8%
-7.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -9.3% | +1.4% | -10.7% | -9.4% |
| 30D | -39.5% | -10.8% | -28.7% | -39.7% |
| 3M | -29.8% | +5.4% | -35.2% | -28.3% |
| 6M | -50.4% | +41.2% | -91.6% | -47.5% |
| YTD | +16.3% | +56.2% | -39.9% | +27.1% |
| 1Y | +30.4% | +36.3% | -5.9% | +42.8% |
| All | +30.4% | +37.8% | -7.5% | +42.8% |
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