+1,096.6%
CIEN vs USB
+92.8%
+1,003.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | -24.1% | 0.0% | -24.1% | -24.2% |
| 30D | -45.5% | +5.8% | -51.3% | -46.9% |
| 3M | -39.7% | -6.0% | -33.8% | -38.5% |
| 6M | -57.8% | +7.8% | -65.6% | -59.6% |
| YTD | +4.1% | +14.6% | -10.5% | -3.3% |
| 1Y | +20.8% | +31.8% | -11.0% | +5.7% |
| 3Y | +463.1% | +91.5% | +371.6% | +321.2% |
| 5Y | +302.3% | +22.0% | +280.3% | +251.6% |
| All | +1,096.6% | +92.8% | +1,003.8% | +689.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling