+1,500.5%
CIEN vs TRU
+147.2%
+1,353.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.1% |
| 7D | +8.9% | -2.7% | +11.6% | +9.9% |
| 30D | -19.1% | -2.0% | -17.1% | -19.0% |
| 3M | -21.5% | +18.4% | -39.9% | -28.2% |
| 6M | +2.8% | +8.9% | -6.0% | -4.0% |
| YTD | +49.5% | -8.9% | +58.4% | +46.7% |
| 1Y | +163.8% | -15.9% | +179.7% | +166.1% |
| 3Y | +615.8% | -1.1% | +616.9% | +551.8% |
| 5Y | +548.4% | -35.2% | +583.6% | +589.7% |
| All | +1,500.5% | +147.2% | +1,353.3% | +846.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling