+349.8%
CIEN vs USB
+25.6%
+324.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | -9.3% | +1.4% | -10.8% | -9.7% |
| 30D | -39.5% | +6.4% | -45.9% | -41.1% |
| 3M | -29.8% | -4.5% | -25.3% | -28.7% |
| 6M | -50.4% | +11.4% | -61.7% | -53.2% |
| YTD | +16.3% | +17.1% | -0.8% | +6.8% |
| 1Y | +30.4% | +32.6% | -2.2% | +13.0% |
| 3Y | +516.6% | +101.8% | +414.8% | +350.7% |
| 5Y | +349.8% | +25.1% | +324.6% | +308.3% |
| All | +349.8% | +25.6% | +324.2% | +308.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling