+739.4%
CIEN vs TE
-52.9%
+792.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +8.9% | +0.2% | +8.7% | +8.8% |
| 30D | -19.1% | -5.9% | -13.2% | -18.7% |
| 3M | -21.5% | -45.6% | +24.1% | -16.4% |
| 6M | +2.8% | -43.4% | +46.2% | +6.9% |
| YTD | +49.5% | -31.0% | +80.4% | +50.7% |
| 1Y | +163.8% | +145.2% | +18.6% | +125.9% |
| 3Y | +615.8% | -24.1% | +639.9% | +532.3% |
| 5Y | +548.4% | -48.1% | +596.5% | +478.1% |
| All | +739.4% | -52.9% | +792.3% | +696.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling