+174.5%
CIEN vs TRU
-7.3%
+181.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.1% | -0.8% |
| 7D | -15.2% | -6.8% | -8.4% | -16.9% |
| 30D | -21.5% | 0.0% | -21.5% | -21.2% |
| 3M | -40.1% | +13.3% | -53.4% | -37.6% |
| 6M | -6.6% | +3.4% | -10.0% | -3.7% |
| YTD | +37.3% | -6.4% | +43.6% | +40.1% |
| 1Y | +174.5% | -9.7% | +184.2% | +178.9% |
| All | +174.5% | -7.3% | +181.8% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling