+520.6%
CIEN vs UMC
+134.9%
+385.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | 0.0% |
| 7D | +5.4% | +11.4% | -6.0% | +0.9% |
| 30D | -13.7% | +16.8% | -30.5% | -19.0% |
| 3M | -23.0% | +19.1% | -42.1% | -29.0% |
| 6M | -0.8% | +137.4% | -138.3% | -30.9% |
| YTD | +43.1% | +186.4% | -143.3% | -9.6% |
| 1Y | +157.6% | +229.1% | -71.5% | +53.3% |
| 3Y | +593.8% | +257.9% | +335.9% | +288.1% |
| 5Y | +520.6% | +137.5% | +383.0% | +274.5% |
| All | +520.6% | +134.9% | +385.7% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling