+509.1%
CIEN vs USFR
+20.4%
+488.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -12.8% | +0.3% | -13.1% | -13.0% |
| 3M | -23.1% | +1.0% | -24.0% | -23.8% |
| 6M | +6.1% | +1.9% | +4.2% | +3.2% |
| YTD | +44.5% | +2.7% | +41.9% | +38.1% |
| 1Y | +176.6% | +4.0% | +172.6% | +157.6% |
| 3Y | +601.0% | +14.0% | +586.9% | +487.7% |
| 5Y | +509.1% | +20.4% | +488.7% | +380.7% |
| All | +509.1% | +20.4% | +488.7% | +380.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling