+174.5%
CIEN vs USB
+35.1%
+139.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | +1.4% | -16.6% | -15.4% |
| 30D | -21.5% | -1.3% | -20.2% | -21.3% |
| 3M | -40.1% | +15.2% | -55.3% | -41.9% |
| 6M | -6.6% | +18.8% | -25.4% | -10.6% |
| YTD | +37.3% | +21.0% | +16.2% | +29.7% |
| 1Y | +174.5% | +34.0% | +140.5% | +147.3% |
| All | +174.5% | +35.1% | +139.4% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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