+327.8%
CIEN vs S
-52.7%
+380.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.1% |
| 7D | -24.1% | -13.4% | -10.7% | -21.7% |
| 30D | -45.5% | -14.0% | -31.5% | -43.6% |
| 3M | -39.7% | +4.9% | -44.6% | -40.3% |
| 6M | -57.8% | +42.0% | -99.8% | -61.0% |
| YTD | +4.1% | +45.1% | -41.1% | -5.3% |
| 1Y | +20.8% | +33.1% | -12.3% | +11.5% |
| 3Y | +463.1% | +40.6% | +422.5% | +407.8% |
| 5Y | +302.3% | -67.5% | +369.8% | +299.0% |
| All | +327.8% | -52.7% | +380.5% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling