+463.1%
CIEN vs S
+34.5%
+428.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.0% |
| 7D | -24.1% | -13.4% | -10.7% | -21.2% |
| 30D | -45.5% | -14.0% | -31.5% | -43.2% |
| 3M | -39.7% | +4.9% | -44.6% | -40.1% |
| 6M | -57.8% | +42.0% | -99.8% | -61.4% |
| YTD | +4.1% | +45.1% | -41.1% | -6.8% |
| 1Y | +20.8% | +33.1% | -12.3% | +10.5% |
| 3Y | +463.1% | +40.6% | +422.5% | +390.9% |
| All | +463.1% | +34.5% | +428.7% | +390.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling