+605.8%
CIEN vs VLTO
+27.2%
+578.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -15.2% | -2.3% | -12.9% | -14.8% |
| 30D | -21.5% | -0.9% | -20.6% | -21.4% |
| 3M | -40.1% | +13.8% | -53.9% | -43.1% |
| 6M | -6.6% | +2.0% | -8.6% | -7.4% |
| YTD | +37.3% | -3.2% | +40.4% | +39.0% |
| 1Y | +174.5% | -9.2% | +183.7% | +186.6% |
| All | +605.8% | +27.2% | +578.6% | +543.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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