+48.9%
CIEN vs URI
+33.3%
+15.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -7.8% |
| 7D | -25.0% | -4.3% | -20.7% | -23.8% |
| 30D | -30.1% | +4.6% | -34.7% | -31.0% |
| 3M | -33.8% | -2.1% | -31.7% | -33.3% |
| 6M | -49.4% | +21.9% | -71.4% | -51.3% |
| YTD | +16.4% | +39.7% | -23.3% | -0.6% |
| 1Y | +48.9% | +32.9% | +16.0% | +34.8% |
| All | +48.9% | +33.3% | +15.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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