+464.2%
CIEN vs S
-56.8%
+521.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -15.2% | -7.7% | -7.5% | -13.9% |
| 30D | -21.5% | -5.3% | -16.1% | -20.9% |
| 3M | -40.1% | +20.3% | -60.3% | -42.6% |
| 6M | -6.6% | +47.4% | -53.9% | -15.3% |
| YTD | +37.3% | +32.5% | +4.7% | +26.7% |
| 1Y | +174.5% | +9.5% | +165.0% | +162.3% |
| 3Y | +562.3% | +15.5% | +546.8% | +516.2% |
| 5Y | +463.9% | -71.2% | +535.2% | +465.0% |
| All | +464.2% | -56.8% | +521.0% | +476.8% |
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 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