+506.7%
CIEN vs URA
+131.0%
+375.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.9% |
| 7D | -5.3% | +8.1% | -13.4% | -8.6% |
| 30D | -17.2% | +5.8% | -23.0% | -19.2% |
| 3M | -26.9% | +3.4% | -30.3% | -27.9% |
| 6M | +16.0% | -2.6% | +18.6% | +17.9% |
| YTD | +45.9% | +11.2% | +34.8% | +41.0% |
| 1Y | +186.8% | +19.8% | +167.0% | +168.5% |
| 3Y | +607.8% | +121.5% | +486.3% | +432.7% |
| 5Y | +506.7% | +134.5% | +372.3% | +332.9% |
| All | +506.7% | +131.0% | +375.7% | +332.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling