+97.1%
CIEN vs SOLS
+22.7%
+74.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +5.7% |
| 7D | -5.3% | +4.5% | -9.8% | -7.3% |
| 30D | -17.2% | +6.0% | -23.2% | -19.6% |
| 3M | -26.9% | -19.7% | -7.2% | -20.2% |
| 6M | +16.0% | -10.4% | +26.4% | +22.6% |
| YTD | +45.9% | +33.3% | +12.7% | +35.9% |
| All | +97.1% | +22.7% | +74.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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