+585.2%
CIEN vs UMC
+252.9%
+332.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | +5.4% | +11.4% | -6.0% | +1.1% |
| 30D | -13.7% | +16.8% | -30.5% | -18.8% |
| 3M | -23.0% | +19.1% | -42.1% | -28.4% |
| 6M | -0.8% | +137.4% | -138.3% | -28.4% |
| YTD | +43.1% | +186.4% | -143.3% | -6.2% |
| 1Y | +157.6% | +229.1% | -71.5% | +59.4% |
| All | +585.2% | +252.9% | +332.3% | +290.7% |
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