+506.7%
CIEN vs TRMB
-37.5%
+544.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | -1.2% | -16.0% | -17.3% |
| 3M | -26.9% | +9.6% | -36.5% | -32.3% |
| 6M | +16.0% | -16.1% | +32.1% | +25.6% |
| YTD | +45.9% | -25.0% | +70.9% | +68.3% |
| 1Y | +186.8% | -27.7% | +214.5% | +239.7% |
| 3Y | +607.8% | +15.3% | +592.5% | +535.9% |
| 5Y | +506.7% | -37.4% | +544.1% | +586.0% |
| All | +506.7% | -37.5% | +544.3% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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