+48.9%
CIEN vs TPR
+20.9%
+28.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.5% | -12.8% | -10.0% |
| 7D | -25.0% | +12.6% | -37.7% | -27.1% |
| 30D | -30.1% | +7.1% | -37.3% | -31.3% |
| 3M | -33.8% | -19.4% | -14.4% | -30.2% |
| 6M | -49.4% | -9.7% | -39.7% | -50.1% |
| YTD | +16.4% | -1.0% | +17.4% | +14.2% |
| 1Y | +48.9% | +19.3% | +29.6% | +40.2% |
| All | +48.9% | +20.9% | +28.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling