+539.0%
CIEN vs UMC
+131.8%
+407.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.5% |
| 7D | +15.3% | +11.2% | +4.1% | +10.2% |
| 30D | -22.0% | -28.0% | +6.1% | -10.0% |
| 3M | -36.6% | -20.5% | -16.1% | -29.8% |
| 6M | -51.5% | -1.6% | -49.9% | -50.4% |
| YTD | +20.0% | +99.4% | -79.4% | -7.4% |
| 1Y | +44.5% | +120.4% | -76.0% | +7.1% |
| 3Y | +539.0% | +134.2% | +404.8% | +342.5% |
| All | +539.0% | +131.8% | +407.3% | +342.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling