+108.0%
CIEN vs TAP
+732.6%
-624.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.8% | +10.9% |
| 7D | -5.3% | -7.8% | +2.5% | -3.7% |
| 30D | -40.1% | +7.1% | -47.2% | -41.7% |
| 3M | -34.7% | -7.0% | -27.6% | -34.4% |
| 6M | -50.9% | -3.8% | -47.1% | -51.5% |
| YTD | +15.2% | -11.7% | +26.9% | +15.3% |
| 1Y | +35.2% | -10.1% | +45.3% | +34.5% |
| 3Y | +522.6% | -23.7% | +546.3% | +534.8% |
| 5Y | +344.2% | +2.9% | +341.3% | +310.8% |
| 10Y | +1,188.7% | -49.5% | +1,238.2% | +1,272.9% |
| All | +108.0% | +732.6% | -624.6% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling