-39.7%
CIEN vs URI
-9.4%
-30.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +4.4% |
| 7D | -24.1% | -9.8% | -14.3% | -16.4% |
| 30D | -45.5% | +1.7% | -47.2% | -44.0% |
| 3M | -39.7% | -9.1% | -30.7% | -34.8% |
| All | -39.7% | -9.4% | -30.4% | -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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling