+386.4%
CIEN vs UL
+31.1%
+355.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +8.7% |
| 7D | +8.7% | -1.7% | +10.4% | +8.6% |
| 30D | -26.9% | +4.5% | -31.4% | -26.8% |
| 3M | -23.6% | +5.5% | -29.1% | -23.6% |
| 6M | -49.1% | +17.0% | -66.1% | -49.9% |
| YTD | +26.6% | +3.2% | +23.4% | +27.1% |
| 1Y | +42.7% | -1.9% | +44.6% | +44.4% |
| 3Y | +570.8% | +33.6% | +537.3% | +505.6% |
| 5Y | +386.4% | +31.5% | +354.9% | +326.6% |
| All | +386.4% | +31.1% | +355.3% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling