+174.5%
CIEN vs VRSK
-30.3%
+204.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | -0.7% |
| 7D | -15.2% | -3.1% | -12.1% | -17.0% |
| 30D | -21.5% | -1.6% | -19.9% | -22.1% |
| 3M | -40.1% | +3.5% | -43.6% | -37.6% |
| 6M | -6.6% | -13.4% | +6.8% | -7.7% |
| YTD | +37.3% | -16.5% | +53.8% | +31.9% |
| 1Y | +174.5% | -30.6% | +205.1% | +150.6% |
| All | +174.5% | -30.3% | +204.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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