+48.9%
CIEN vs UMC
+112.5%
-63.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.4% |
| 7D | -25.0% | -14.7% | -10.4% | -19.7% |
| 30D | -30.1% | -32.9% | +2.7% | -17.6% |
| 3M | -33.8% | -22.2% | -11.6% | -26.5% |
| 6M | -49.4% | +25.9% | -75.4% | -50.6% |
| YTD | +16.4% | +107.9% | -91.5% | -6.6% |
| 1Y | +48.9% | +115.0% | -66.2% | +16.8% |
| All | +48.9% | +112.5% | -63.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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