+509.1%
CIEN vs UL
+19.6%
+489.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -4.6% | -3.2% | -1.3% | -4.5% |
| 30D | -12.8% | -0.6% | -12.2% | -12.8% |
| 3M | -23.1% | +9.4% | -32.5% | -24.1% |
| 6M | +6.1% | -4.1% | +10.2% | +6.8% |
| YTD | +44.5% | -2.0% | +46.5% | +44.9% |
| 1Y | +176.6% | -9.0% | +185.6% | +180.8% |
| 3Y | +601.0% | +21.8% | +579.1% | +542.0% |
| 5Y | +509.1% | +20.6% | +488.5% | +424.9% |
| All | +509.1% | +19.6% | +489.5% | +424.9% |
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