+592.2%
CIEN vs USFR
+14.0%
+578.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.1% | -4.6% | -4.5% |
| 30D | -12.8% | +0.3% | -13.1% | -12.3% |
| 3M | -23.1% | +1.0% | -24.0% | -21.5% |
| 6M | +6.1% | +1.9% | +4.2% | +8.7% |
| YTD | +44.5% | +2.7% | +41.9% | +47.2% |
| 1Y | +176.6% | +4.0% | +172.6% | +181.1% |
| All | +592.2% | +14.0% | +578.2% | +723.5% |
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