+40.3%
CIEN vs UL
-0.9%
+41.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.4% |
| 7D | +27.4% | -2.5% | +29.9% | +25.0% |
| 30D | -26.6% | +5.7% | -32.2% | -22.8% |
| 3M | -32.0% | +7.0% | -38.9% | -27.9% |
| 6M | -49.1% | +16.1% | -65.1% | -44.7% |
| YTD | +25.7% | +3.6% | +22.1% | +39.3% |
| 1Y | +40.3% | -1.4% | +41.7% | +53.7% |
| All | +40.3% | -0.9% | +41.2% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling