+29.0%
CIEN vs U
+24.0%
+5.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -5.3% | +32.3% | -37.6% | -9.1% |
| 30D | -40.1% | +9.7% | -49.8% | -40.7% |
| 3M | -34.7% | +19.6% | -54.3% | -36.2% |
| 6M | -50.9% | +82.6% | -133.5% | -54.9% |
| YTD | +15.2% | +16.4% | -1.3% | +17.6% |
| All | +29.0% | +24.0% | +5.0% | +30.6% |
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 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