+1,180.4%
CIEN vs TRU
+238.0%
+942.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.1% | +3.2% |
| 7D | -15.2% | -6.8% | -8.4% | -13.3% |
| 30D | -21.5% | 0.0% | -21.5% | -21.9% |
| 3M | -40.1% | +13.3% | -53.4% | -44.3% |
| 6M | -6.6% | +3.4% | -10.0% | -11.0% |
| YTD | +37.3% | -6.4% | +43.6% | +33.4% |
| 1Y | +174.5% | -9.7% | +184.2% | +168.4% |
| 3Y | +562.3% | +0.1% | +562.1% | +500.3% |
| 5Y | +463.9% | -34.0% | +498.0% | +495.6% |
| 10Y | +1,302.4% | +147.9% | +1,154.5% | +695.6% |
| All | +1,180.4% | +238.0% | +942.4% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling