+304.6%
CIEN vs U
-66.8%
+371.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | -0.1% | +4.4% |
| 7D | -24.1% | +36.6% | -60.7% | -29.3% |
| 30D | -45.5% | +13.3% | -58.8% | -47.1% |
| 3M | -39.7% | +26.2% | -65.9% | -42.9% |
| 6M | -57.8% | +88.7% | -146.5% | -63.5% |
| YTD | +4.1% | +16.6% | -12.5% | -3.7% |
| 1Y | +20.8% | +29.0% | -8.1% | +9.7% |
| 3Y | +463.1% | +99.5% | +363.6% | +339.7% |
| All | +304.6% | -66.8% | +371.4% | +252.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling