+463.1%
CIEN vs URI
+138.8%
+324.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +4.9% |
| 7D | -24.1% | -9.8% | -14.3% | -20.0% |
| 30D | -45.5% | +1.7% | -47.2% | -45.5% |
| 3M | -39.7% | -9.1% | -30.7% | -36.8% |
| 6M | -57.8% | +9.9% | -67.7% | -59.2% |
| YTD | +4.1% | +31.2% | -27.1% | -10.0% |
| 1Y | +20.8% | +25.9% | -5.1% | +7.0% |
| 3Y | +463.1% | +147.4% | +315.8% | +276.4% |
| All | +463.1% | +138.8% | +324.4% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling