+569.7%
CIEN vs TPR
+404.6%
+165.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +27.4% | -1.1% | +28.5% | +27.8% |
| 30D | -26.6% | +15.1% | -41.7% | -30.9% |
| 3M | -32.0% | -13.4% | -18.6% | -29.4% |
| 6M | -49.1% | +1.4% | -50.4% | -51.6% |
| YTD | +25.7% | +4.8% | +20.9% | +18.4% |
| 1Y | +40.3% | +29.2% | +11.1% | +20.7% |
| All | +569.7% | +404.6% | +165.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling