+48.9%
CIEN vs VTR
+22.5%
+26.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.8% | -8.1% |
| 7D | -25.0% | +10.0% | -35.1% | -21.8% |
| 30D | -30.1% | +9.6% | -39.8% | -27.4% |
| 3M | -33.8% | -1.2% | -32.6% | -32.4% |
| 6M | -49.4% | +2.8% | -52.3% | -47.4% |
| YTD | +16.4% | +17.4% | -1.0% | +18.7% |
| 1Y | +48.9% | +22.0% | +26.9% | +62.8% |
| All | +48.9% | +22.5% | +26.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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