+174.5%
CIEN vs UMC
+209.4%
-34.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | -0.6% |
| 7D | -15.2% | +5.0% | -20.1% | -16.8% |
| 30D | -21.5% | +7.7% | -29.2% | -23.8% |
| 3M | -40.1% | +1.7% | -41.7% | -40.7% |
| 6M | -6.6% | +113.9% | -120.5% | -26.0% |
| YTD | +37.3% | +168.9% | -131.6% | -3.8% |
| 1Y | +174.5% | +207.2% | -32.7% | +87.0% |
| All | +174.5% | +209.4% | -34.9% | +87.0% |
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