+477.0%
CIEN vs TPR
+239.8%
+237.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | -2.3% | -12.9% | -14.4% |
| 30D | -21.5% | -23.0% | +1.5% | -14.3% |
| 3M | -40.1% | -12.5% | -27.6% | -38.5% |
| 6M | -6.6% | -21.4% | +14.9% | +0.7% |
| YTD | +37.3% | -3.5% | +40.8% | +35.4% |
| 1Y | +174.5% | +17.4% | +157.2% | +149.1% |
| 3Y | +562.3% | +291.3% | +271.0% | +273.8% |
| All | +477.0% | +239.8% | +237.2% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling