+1,350.5%
CIEN vs USFR
+27.5%
+1,323.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | +0.1% | -15.2% | -15.2% |
| 30D | -21.5% | +0.3% | -21.8% | -21.6% |
| 3M | -40.1% | +1.0% | -41.1% | -40.3% |
| 6M | -6.6% | +1.9% | -8.5% | -7.4% |
| YTD | +37.3% | +2.6% | +34.6% | +35.6% |
| 1Y | +174.5% | +4.0% | +170.5% | +169.5% |
| 3Y | +562.3% | +14.1% | +548.2% | +526.0% |
| 5Y | +463.9% | +20.4% | +443.5% | +421.8% |
| 10Y | +1,302.4% | +28.0% | +1,274.4% | +1,176.1% |
| All | +1,350.5% | +27.5% | +1,323.0% | +1,132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling