+574.4%
CIEN vs USB
+102.7%
+471.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -0.5% | +9.3% | +9.3% |
| 30D | -26.9% | +5.7% | -32.6% | -28.9% |
| 3M | -23.6% | -4.7% | -18.9% | -22.0% |
| 6M | -49.1% | +13.4% | -62.5% | -53.1% |
| YTD | +26.6% | +17.0% | +9.6% | +13.4% |
| 1Y | +42.7% | +32.4% | +10.3% | +18.5% |
| All | +574.4% | +102.7% | +471.7% | +331.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling