+147.9%
CIEN vs UL
+1,111.4%
-963.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | -1.3% | -13.8% | -14.7% |
| 30D | -21.5% | +0.5% | -22.0% | -21.8% |
| 3M | -40.1% | +17.6% | -57.7% | -45.0% |
| 6M | -6.6% | -5.4% | -1.2% | -6.1% |
| YTD | +37.3% | +0.7% | +36.6% | +33.9% |
| 1Y | +174.5% | -9.3% | +183.8% | +178.6% |
| 3Y | +562.3% | +24.5% | +537.7% | +469.3% |
| 5Y | +463.9% | +23.2% | +440.7% | +378.0% |
| 10Y | +1,302.4% | +64.5% | +1,237.9% | +904.8% |
| All | +147.9% | +1,111.4% | -963.5% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling