+1,593.7%
CIEN vs URA
-51.6%
+1,645.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.4% |
| 7D | -24.1% | -4.1% | -20.0% | -22.2% |
| 30D | -45.5% | -19.0% | -26.5% | -39.1% |
| 3M | -39.7% | -25.1% | -14.6% | -30.3% |
| 6M | -57.8% | -44.5% | -13.3% | -44.1% |
| YTD | +4.1% | -24.3% | +28.4% | +20.4% |
| 1Y | +20.8% | -28.1% | +48.9% | +43.3% |
| 3Y | +463.1% | +40.7% | +422.5% | +387.5% |
| 5Y | +302.3% | +35.5% | +266.8% | +234.7% |
| 10Y | +1,164.4% | +281.2% | +883.2% | +467.3% |
| All | +1,593.7% | -51.6% | +1,645.4% | +1,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling