+574.4%
CIEN vs USFR
+14.3%
+560.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +8.7% | +0.1% | +8.7% | +8.8% |
| 30D | -26.9% | +0.4% | -27.3% | -26.7% |
| 3M | -23.6% | +1.1% | -24.7% | -22.8% |
| 6M | -49.1% | +2.1% | -51.1% | -47.3% |
| YTD | +26.6% | +3.4% | +23.1% | +29.6% |
| 1Y | +42.7% | +4.1% | +38.6% | +45.0% |
| All | +574.4% | +14.3% | +560.0% | +1,349.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling