+1,500.5%
CIEN vs USFR
+28.1%
+1,472.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.4% |
| 7D | +8.9% | +0.1% | +8.8% | +8.7% |
| 30D | -19.1% | +0.4% | -19.5% | -19.5% |
| 3M | -21.5% | +1.0% | -22.5% | -22.5% |
| 6M | +2.8% | +2.0% | +0.8% | +0.1% |
| YTD | +49.5% | +2.8% | +46.7% | +43.9% |
| 1Y | +163.8% | +4.1% | +159.7% | +149.5% |
| 3Y | +615.8% | +14.1% | +601.7% | +507.9% |
| 5Y | +548.4% | +20.6% | +527.8% | +415.5% |
| All | +1,500.5% | +28.1% | +1,472.3% | +1,150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling