+40.3%
CIEN vs URA
-29.1%
+69.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +2.7% |
| 7D | +27.4% | +4.5% | +22.9% | +22.7% |
| 30D | -26.6% | -13.4% | -13.1% | -15.7% |
| 3M | -32.0% | -28.4% | -3.5% | -9.5% |
| 6M | -49.1% | -40.5% | -8.6% | -22.8% |
| YTD | +25.7% | -24.3% | +50.0% | +51.1% |
| 1Y | +40.3% | -28.8% | +69.1% | +79.5% |
| All | +40.3% | -29.1% | +69.4% | +79.5% |
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