+30.4%
CIEN vs U
+21.4%
+9.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -9.3% | +24.4% | -33.7% | -12.2% |
| 30D | -39.5% | +7.4% | -46.9% | -39.9% |
| 3M | -29.8% | +16.8% | -46.6% | -31.2% |
| 6M | -50.4% | +78.8% | -129.1% | -54.3% |
| YTD | +16.3% | +14.0% | +2.4% | +19.1% |
| 1Y | +30.4% | +16.7% | +13.6% | +32.3% |
| All | +30.4% | +21.4% | +9.0% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling