+174.5%
CIEN vs TAP
-14.5%
+189.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | -15.2% | -2.3% | -12.9% | -16.1% |
| 30D | -21.5% | -2.1% | -19.3% | -22.0% |
| 3M | -40.1% | +6.6% | -46.7% | -37.9% |
| 6M | -6.6% | -11.5% | +4.9% | -7.6% |
| YTD | +37.3% | -10.3% | +47.5% | +37.2% |
| 1Y | +174.5% | -14.4% | +188.9% | +175.8% |
| All | +174.5% | -14.5% | +189.0% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling