+1,500.5%
CIEN vs UMC
+1,863.6%
-363.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.8% |
| 7D | +8.9% | +9.0% | -0.1% | +6.1% |
| 30D | -19.1% | +17.2% | -36.3% | -23.1% |
| 3M | -21.5% | +11.4% | -32.9% | -24.5% |
| 6M | +2.8% | +137.5% | -134.7% | -21.2% |
| YTD | +49.5% | +193.1% | -143.6% | +6.5% |
| 1Y | +163.8% | +240.3% | -76.5% | +80.0% |
| 3Y | +615.8% | +262.2% | +353.6% | +373.8% |
| 5Y | +548.4% | +143.1% | +405.3% | +358.2% |
| All | +1,500.5% | +1,863.6% | -363.1% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling