+48.9%
CIEN vs TRV
+54.4%
-5.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.5% | -12.8% | -5.7% |
| 7D | -25.0% | +3.9% | -28.9% | -21.7% |
| 30D | -30.1% | +13.5% | -43.6% | -20.3% |
| 3M | -33.8% | +8.9% | -42.7% | -26.6% |
| 6M | -49.4% | +36.8% | -86.2% | -32.1% |
| YTD | +16.4% | +42.7% | -26.3% | +71.7% |
| 1Y | +48.9% | +49.9% | -1.0% | +118.1% |
| All | +48.9% | +54.4% | -5.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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