+355.8%
CIEN vs TPR
+230.3%
+125.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | -0.3% | +15.6% | +15.4% |
| 30D | -22.0% | +15.1% | -37.1% | -26.9% |
| 3M | -36.6% | +3.5% | -40.2% | -38.4% |
| 6M | -51.5% | +0.4% | -51.9% | -53.5% |
| YTD | +20.0% | +4.6% | +15.4% | +13.2% |
| 1Y | +44.5% | +33.1% | +11.3% | +23.3% |
| 3Y | +539.0% | +396.0% | +143.1% | +218.9% |
| All | +355.8% | +230.3% | +125.5% | +151.0% |
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