+592.2%
CIEN vs TRU
-2.1%
+594.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -6.5% | +1.9% | -3.4% |
| 30D | -12.8% | -2.5% | -10.3% | -12.7% |
| 3M | -23.1% | +10.4% | -33.4% | -26.5% |
| 6M | +6.1% | +1.6% | +4.5% | +3.2% |
| YTD | +44.5% | -9.7% | +54.2% | +44.1% |
| 1Y | +176.6% | -17.3% | +193.9% | +184.4% |
| All | +592.2% | -2.1% | +594.3% | +575.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling