+147.9%
CIEN vs TRMB
+2,543.1%
-2,395.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.6% |
| 7D | -15.2% | -2.5% | -12.7% | -14.2% |
| 30D | -21.5% | +1.5% | -23.0% | -22.6% |
| 3M | -40.1% | +6.8% | -46.8% | -43.1% |
| 6M | -6.6% | -14.9% | +8.4% | -1.6% |
| YTD | +37.3% | -24.1% | +61.4% | +52.0% |
| 1Y | +174.5% | -25.4% | +199.9% | +207.6% |
| 3Y | +562.3% | +8.0% | +554.3% | +516.8% |
| 5Y | +463.9% | -37.3% | +501.3% | +570.6% |
| 10Y | +1,302.4% | +116.8% | +1,185.6% | +741.4% |
| All | +147.9% | +2,543.1% | -2,395.2% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling