+520.6%
CIEN vs TE
-49.6%
+570.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.1% |
| 7D | +5.4% | +0.9% | +4.5% | +5.2% |
| 30D | -13.7% | -16.3% | +2.6% | -12.1% |
| 3M | -23.0% | -40.8% | +17.7% | -18.7% |
| 6M | -0.8% | -42.6% | +41.8% | +3.0% |
| YTD | +43.1% | -31.4% | +74.5% | +44.3% |
| 1Y | +157.6% | +144.9% | +12.7% | +119.1% |
| 3Y | +593.8% | -26.0% | +619.8% | +519.1% |
| 5Y | +520.6% | -48.5% | +569.1% | +442.5% |
| All | +520.6% | -49.6% | +570.2% | +442.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling