+355.8%
CIEN vs TRV
+180.6%
+175.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +2.0% | +13.2% | +15.2% |
| 30D | -22.0% | +6.7% | -28.7% | -22.3% |
| 3M | -36.6% | +9.4% | -46.0% | -37.1% |
| 6M | -51.5% | +37.7% | -89.2% | -53.8% |
| YTD | +20.0% | +40.6% | -20.6% | +13.3% |
| 1Y | +44.5% | +42.4% | +2.0% | +35.9% |
| 3Y | +539.0% | +148.1% | +390.9% | +397.9% |
| All | +355.8% | +180.6% | +175.2% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling