-50.0%
CIEN vs USB
+11.9%
-61.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -8.3% |
| 7D | -25.0% | +2.4% | -27.4% | -23.9% |
| 30D | -30.1% | +6.6% | -36.7% | -27.8% |
| 3M | -33.8% | -4.1% | -29.7% | -33.5% |
| All | -50.0% | +11.9% | -61.9% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling