+48.9%
CIEN vs URA
-32.2%
+81.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.4% |
| 7D | -25.0% | -10.5% | -14.5% | -17.4% |
| 30D | -30.1% | -18.6% | -11.5% | -16.4% |
| 3M | -33.8% | -23.0% | -10.7% | -17.8% |
| 6M | -49.4% | -40.3% | -9.1% | -24.8% |
| YTD | +16.4% | -23.5% | +39.9% | +40.9% |
| 1Y | +48.9% | -31.1% | +80.0% | +95.2% |
| All | +48.9% | -32.2% | +81.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling