+506.7%
CIEN vs TAP
0.0%
+506.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +6.4% |
| 7D | -5.3% | -2.3% | -3.0% | -5.3% |
| 30D | -17.2% | -9.4% | -7.8% | -17.0% |
| 3M | -26.9% | -0.8% | -26.1% | -27.2% |
| 6M | +16.0% | -14.7% | +30.8% | +17.4% |
| YTD | +45.9% | -13.9% | +59.9% | +46.8% |
| 1Y | +186.8% | -18.6% | +205.4% | +190.7% |
| 3Y | +607.8% | -32.0% | +639.8% | +634.3% |
| 5Y | +506.7% | -1.0% | +507.7% | +461.5% |
| All | +506.7% | 0.0% | +506.8% | +461.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling