+556.4%
CIEN vs U
-31.4%
+587.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -5.3% | +32.3% | -37.6% | -10.7% |
| 30D | -40.1% | +9.7% | -49.8% | -41.5% |
| 3M | -34.7% | +19.6% | -54.3% | -37.3% |
| 6M | -50.9% | +82.6% | -133.5% | -56.8% |
| YTD | +15.2% | +16.4% | -1.3% | +7.1% |
| 1Y | +35.2% | +28.5% | +6.7% | +23.6% |
| 3Y | +522.6% | +103.8% | +418.8% | +394.5% |
| 5Y | +344.2% | -70.0% | +414.3% | +308.2% |
| All | +556.4% | -31.4% | +587.8% | +432.6% |
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