+506.7%
CIEN vs TECH
-41.8%
+548.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -17.2% | +0.1% | -17.4% | -17.3% |
| 3M | -26.9% | +37.5% | -64.4% | -33.1% |
| 6M | +16.0% | +34.6% | -18.6% | +4.4% |
| YTD | +45.9% | +23.5% | +22.4% | +33.9% |
| 1Y | +186.8% | +34.4% | +152.4% | +153.8% |
| 3Y | +607.8% | +2.3% | +605.5% | +562.3% |
| 5Y | +506.7% | -41.7% | +548.5% | +517.7% |
| All | +506.7% | -41.8% | +548.5% | +517.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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