+682.4%
CIEN vs U
-44.5%
+726.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -15.2% | -3.8% | -11.4% | -14.6% |
| 30D | -21.5% | +17.5% | -38.9% | -24.1% |
| 3M | -40.1% | +38.7% | -78.8% | -43.9% |
| 6M | -6.6% | +104.4% | -111.0% | -19.6% |
| YTD | +37.3% | -5.7% | +42.9% | +33.6% |
| 1Y | +174.5% | +3.7% | +170.9% | +161.1% |
| 3Y | +562.3% | +12.3% | +549.9% | +483.5% |
| 5Y | +463.9% | -68.8% | +532.8% | +426.7% |
| All | +682.4% | -44.5% | +726.8% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling