+1,237.7%
CIEN vs USFR
+28.6%
+1,209.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +8.7% | +0.1% | +8.7% | +8.7% |
| 30D | -26.9% | +0.4% | -27.3% | -27.0% |
| 3M | -23.6% | +1.1% | -24.7% | -24.0% |
| 6M | -49.1% | +2.1% | -51.1% | -49.6% |
| YTD | +26.6% | +3.4% | +23.1% | +24.5% |
| 1Y | +42.7% | +4.1% | +38.6% | +40.0% |
| 3Y | +570.8% | +14.4% | +556.4% | +533.0% |
| 5Y | +386.4% | +21.4% | +365.0% | +348.2% |
| 10Y | +1,261.7% | +28.5% | +1,233.2% | +1,135.2% |
| All | +1,237.7% | +28.6% | +1,209.1% | +1,032.0% |
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 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