+127.0%
CIEN vs TRMB
+2,381.3%
-2,254.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +27.4% | +4.1% | +23.3% | +25.1% |
| 30D | -26.6% | -7.0% | -19.6% | -24.2% |
| 3M | -32.0% | -0.9% | -31.0% | -32.2% |
| 6M | -49.1% | -1.2% | -47.9% | -50.0% |
| YTD | +25.7% | -28.7% | +54.4% | +43.2% |
| 1Y | +40.3% | -32.1% | +72.4% | +64.2% |
| 3Y | +566.2% | +33.4% | +532.8% | +463.7% |
| 5Y | +378.7% | -35.6% | +414.3% | +461.8% |
| 10Y | +1,252.3% | +103.8% | +1,148.5% | +734.4% |
| All | +127.0% | +2,381.3% | -2,254.3% | -69.1% |
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