+477.0%
CIEN vs USB
+40.0%
+437.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | +1.4% | -16.6% | -15.8% |
| 30D | -21.5% | -1.3% | -20.2% | -21.1% |
| 3M | -40.1% | +15.2% | -55.3% | -43.9% |
| 6M | -6.6% | +18.8% | -25.4% | -13.9% |
| YTD | +37.3% | +21.0% | +16.2% | +24.8% |
| 1Y | +174.5% | +34.0% | +140.5% | +138.2% |
| 3Y | +562.3% | +95.3% | +466.9% | +391.8% |
| All | +477.0% | +40.0% | +437.0% | +371.4% |
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