-56.0%
CIEN vs UMC
+277.8%
-333.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.3% | +4.2% |
| 7D | -5.3% | +6.6% | -11.9% | -7.8% |
| 30D | -17.2% | +16.6% | -33.8% | -22.6% |
| 3M | -26.9% | +11.0% | -37.9% | -31.1% |
| 6M | +16.0% | +131.3% | -115.3% | -21.4% |
| YTD | +45.9% | +182.5% | -136.6% | -10.9% |
| 1Y | +186.8% | +222.3% | -35.5% | +65.1% |
| 3Y | +607.8% | +253.0% | +354.7% | +281.0% |
| 5Y | +506.7% | +141.8% | +364.9% | +269.4% |
| 10Y | +1,438.7% | +1,772.2% | -333.5% | +208.7% |
| All | -56.0% | +277.8% | -333.8% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling