+506.7%
CIEN vs S
-72.3%
+579.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.8% |
| 7D | -5.3% | -5.8% | +0.5% | -4.2% |
| 30D | -17.2% | -9.2% | -8.0% | -16.0% |
| 3M | -26.9% | +23.4% | -50.2% | -30.6% |
| 6M | +16.0% | +36.9% | -20.9% | +6.2% |
| YTD | +45.9% | +29.5% | +16.4% | +34.5% |
| 1Y | +186.8% | +5.4% | +181.4% | +175.4% |
| 3Y | +607.8% | +14.7% | +593.1% | +554.7% |
| 5Y | +506.7% | -71.5% | +578.3% | +535.3% |
| All | +506.7% | -72.3% | +579.1% | +535.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling