+2,414.9%
CIEN vs VRSK
+593.4%
+1,821.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -4.6% | -5.4% | +0.8% | -2.9% |
| 30D | -12.8% | -1.8% | -11.1% | -12.8% |
| 3M | -23.1% | -2.2% | -20.8% | -24.4% |
| 6M | +6.1% | -14.9% | +21.0% | +8.7% |
| YTD | +44.5% | -20.0% | +64.5% | +50.7% |
| 1Y | +176.6% | -33.1% | +209.8% | +211.7% |
| 3Y | +601.0% | -25.6% | +626.6% | +615.6% |
| 5Y | +509.1% | -10.1% | +519.2% | +444.5% |
| 10Y | +1,460.5% | +128.4% | +1,332.1% | +687.9% |
| All | +2,414.9% | +593.4% | +1,821.5% | +556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling