+161.0%
CIEN vs TRV
+2,293.3%
-2,132.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.6% | +0.2% | -4.7% | -4.8% |
| 30D | -12.8% | -2.3% | -10.5% | -12.2% |
| 3M | -23.1% | +22.7% | -45.8% | -31.9% |
| 6M | +6.1% | +21.9% | -15.8% | -6.4% |
| YTD | +44.5% | +27.5% | +17.1% | +23.9% |
| 1Y | +176.6% | +36.2% | +140.4% | +127.8% |
| 3Y | +601.0% | +140.6% | +460.4% | +312.7% |
| 5Y | +509.1% | +154.5% | +354.6% | +240.3% |
| 10Y | +1,460.5% | +295.4% | +1,165.1% | +537.3% |
| All | +161.0% | +2,293.3% | -2,132.3% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling