+157.6%
CIEN vs USFR
+4.0%
+153.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.9% |
| 30D | -13.7% | +0.3% | -14.0% | -10.5% |
| 3M | -23.0% | +1.0% | -24.0% | -13.2% |
| 6M | -0.8% | +1.9% | -2.8% | +12.9% |
| YTD | +43.1% | +2.7% | +40.4% | +47.5% |
| 1Y | +157.6% | +4.0% | +153.6% | +138.0% |
| All | +157.6% | +4.0% | +153.6% | +138.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling