+1,039.2%
CIEN vs TRI
+518.6%
+520.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.5% | +12.8% | +9.6% |
| 7D | -5.3% | -7.1% | +1.8% | -2.7% |
| 30D | -17.2% | -2.3% | -14.9% | -17.9% |
| 3M | -26.9% | +19.6% | -46.4% | -37.9% |
| 6M | +16.0% | -8.7% | +24.7% | +9.6% |
| YTD | +45.9% | -22.3% | +68.2% | +46.2% |
| 1Y | +186.8% | -40.7% | +227.5% | +240.3% |
| 3Y | +607.8% | -17.8% | +625.5% | +550.9% |
| 5Y | +506.7% | -8.5% | +515.2% | +408.3% |
| 10Y | +1,438.7% | +192.6% | +1,246.1% | +420.2% |
| All | +1,039.2% | +518.6% | +520.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling