+355.8%
CIEN vs URI
+203.0%
+152.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.0% |
| 7D | +15.3% | +6.7% | +8.5% | +12.1% |
| 30D | -22.0% | +8.9% | -30.8% | -24.3% |
| 3M | -36.6% | +0.5% | -37.2% | -36.4% |
| 6M | -51.5% | +20.7% | -72.1% | -55.0% |
| YTD | +20.0% | +40.0% | -20.1% | +0.9% |
| 1Y | +44.5% | +34.4% | +10.1% | +24.1% |
| 3Y | +539.0% | +149.5% | +389.6% | +306.2% |
| All | +355.8% | +203.0% | +152.8% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling