+281.5%
CIEN vs USB
+22.2%
+259.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.4% |
| 7D | -34.0% | -1.5% | -32.5% | -33.5% |
| 30D | -48.0% | +4.3% | -52.3% | -49.0% |
| 3M | -43.5% | -6.1% | -37.5% | -42.3% |
| 6M | -57.6% | +9.4% | -67.0% | -59.8% |
| YTD | -1.3% | +15.2% | -16.5% | -8.9% |
| 1Y | +17.9% | +32.8% | -14.9% | +2.0% |
| 3Y | +425.8% | +91.3% | +334.5% | +291.8% |
| 5Y | +281.5% | +22.7% | +258.8% | +244.6% |
| All | +281.5% | +22.2% | +259.3% | +244.6% |
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