+147.9%
CIEN vs USB
+1,182.2%
-1,034.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.2% |
| 6M | -6.6% | +18.8% | -25.4% | -14.3% |
| YTD | +37.3% | +21.0% | +16.2% | +24.2% |
| 1Y | +174.5% | +34.0% | +140.5% | +136.6% |
| 3Y | +562.3% | +95.3% | +466.9% | +374.5% |
| 5Y | +463.9% | +40.4% | +423.6% | +353.6% |
| 10Y | +1,302.4% | +107.3% | +1,195.0% | +774.3% |
| All | +147.9% | +1,182.2% | -1,034.3% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling