+724.0%
CIEN vs USAR
+74.5%
+649.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | -5.3% | +2.3% | -7.6% | -5.5% |
| 30D | -17.2% | -8.6% | -8.6% | -16.7% |
| 3M | -26.9% | -20.5% | -6.4% | -25.9% |
| 6M | +16.0% | +1.2% | +14.8% | +16.0% |
| YTD | +45.9% | +48.4% | -2.5% | +43.9% |
| 1Y | +186.8% | +30.6% | +156.2% | +184.7% |
| 3Y | +607.8% | +73.6% | +534.1% | +571.7% |
| All | +724.0% | +74.5% | +649.5% | +660.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling