+186.8%
CIEN vs U
-3.2%
+190.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.9% |
| 7D | -5.3% | +4.5% | -9.8% | -5.9% |
| 30D | -17.2% | -0.6% | -16.7% | -17.3% |
| 3M | -26.9% | +48.4% | -75.3% | -31.6% |
| 6M | +16.0% | +115.4% | -99.3% | -0.1% |
| YTD | +45.9% | -3.2% | +49.1% | +49.6% |
| 1Y | +186.8% | -6.0% | +192.8% | +180.5% |
| All | +186.8% | -3.2% | +190.0% | +180.5% |
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