+731.8%
CIEN vs U
-43.0%
+774.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.8% |
| 7D | -5.3% | +4.5% | -9.8% | -6.1% |
| 30D | -17.2% | -0.6% | -16.7% | -17.3% |
| 3M | -26.9% | +48.4% | -75.3% | -32.5% |
| 6M | +16.0% | +115.4% | -99.3% | -1.0% |
| YTD | +45.9% | -3.2% | +49.1% | +41.4% |
| 1Y | +186.8% | -6.0% | +192.8% | +178.2% |
| 3Y | +607.8% | +13.5% | +594.3% | +522.5% |
| 5Y | +506.7% | -68.0% | +574.7% | +464.1% |
| All | +731.8% | -43.0% | +774.8% | +603.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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