+48.9%
CIEN vs VALE
+3.0%
+45.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -12.1% |
| 7D | -25.0% | -0.3% | -24.7% | -25.2% |
| 30D | -30.1% | -19.2% | -10.9% | -18.1% |
| 3M | -33.8% | -20.7% | -13.1% | -21.4% |
| 6M | -49.4% | -25.8% | -23.7% | -36.2% |
| YTD | +16.4% | -9.8% | +26.2% | +30.2% |
| 1Y | +48.9% | +3.7% | +45.2% | +44.9% |
| All | +48.9% | +3.0% | +45.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling