+30.4%
CIEN vs TAP
-9.9%
+40.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.3% |
| 7D | -9.3% | -4.5% | -4.8% | -12.1% |
| 30D | -39.5% | +7.5% | -47.0% | -35.4% |
| 3M | -29.8% | -4.9% | -24.9% | -29.6% |
| 6M | -50.4% | -3.5% | -46.9% | -48.4% |
| YTD | +16.3% | -11.4% | +27.8% | +19.4% |
| 1Y | +30.4% | -10.8% | +41.2% | +32.5% |
| All | +30.4% | -9.9% | +40.3% | +32.5% |
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