+29.0%
CIEN vs URI
+32.9%
-3.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.9% | +3.8% | +7.7% |
| 7D | -5.3% | -4.0% | -1.3% | -3.5% |
| 30D | -40.1% | +6.8% | -46.9% | -41.0% |
| 3M | -34.7% | -2.8% | -31.9% | -33.9% |
| 6M | -50.9% | +20.9% | -71.7% | -52.5% |
| YTD | +15.2% | +40.2% | -25.1% | -2.3% |
| All | +29.0% | +32.9% | -3.9% | +14.7% |
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