+615.8%
CIEN vs TRI
-18.9%
+634.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.9% |
| 7D | +8.9% | -7.9% | +16.8% | +6.6% |
| 30D | -19.1% | -4.5% | -14.6% | -19.7% |
| 3M | -21.5% | +22.1% | -43.6% | -17.6% |
| 6M | +2.8% | -2.8% | +5.6% | +8.2% |
| YTD | +49.5% | -23.4% | +72.9% | +65.2% |
| 1Y | +163.8% | -41.5% | +205.3% | +221.2% |
| 3Y | +615.8% | -19.2% | +635.0% | +673.7% |
| All | +615.8% | -18.9% | +634.8% | +673.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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