+1,431.9%
CIEN vs TRV
+298.6%
+1,133.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +5.4% | -1.5% | +6.9% | +5.8% |
| 30D | -13.7% | -1.8% | -11.9% | -13.4% |
| 3M | -23.0% | +21.6% | -44.6% | -28.7% |
| 6M | -0.8% | +22.5% | -23.3% | -8.8% |
| YTD | +43.1% | +28.1% | +14.9% | +28.9% |
| 1Y | +157.6% | +37.0% | +120.6% | +125.5% |
| 3Y | +593.8% | +141.9% | +451.9% | +369.1% |
| 5Y | +520.6% | +158.5% | +362.1% | +300.9% |
| All | +1,431.9% | +298.6% | +1,133.2% | +645.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling