+543.5%
CIEN vs TRU
-35.6%
+579.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +8.9% | -2.7% | +11.6% | +9.7% |
| 30D | -19.1% | -2.0% | -17.1% | -19.0% |
| 3M | -21.5% | +18.4% | -39.9% | -27.5% |
| 6M | +2.8% | +8.9% | -6.0% | -3.1% |
| YTD | +49.5% | -8.9% | +58.4% | +47.7% |
| 1Y | +163.8% | -15.9% | +179.7% | +167.9% |
| 3Y | +615.8% | -1.1% | +616.9% | +569.0% |
| All | +543.5% | -35.6% | +579.1% | +566.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling