+1,500.5%
CIEN vs UL
+66.7%
+1,433.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +4.3% |
| 7D | +8.9% | -3.4% | +12.3% | +9.8% |
| 30D | -19.1% | +0.5% | -19.6% | -19.3% |
| 3M | -21.5% | +7.2% | -28.7% | -23.8% |
| 6M | +2.8% | -3.1% | +5.9% | +2.6% |
| YTD | +49.5% | -2.7% | +52.2% | +48.9% |
| 1Y | +163.8% | -10.2% | +174.0% | +168.8% |
| 3Y | +615.8% | +20.3% | +595.6% | +539.1% |
| 5Y | +548.4% | +19.9% | +528.4% | +468.5% |
| All | +1,500.5% | +66.7% | +1,433.8% | +1,275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling