+212.2%
CIEN vs VTR
+1,499.7%
-1,287.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | -15.2% | -1.7% | -13.5% | -14.8% |
| 30D | -21.5% | -2.4% | -19.0% | -20.9% |
| 3M | -40.1% | +14.8% | -54.9% | -43.2% |
| 6M | -6.6% | +5.3% | -11.9% | -8.9% |
| YTD | +37.3% | +18.1% | +19.2% | +29.1% |
| 1Y | +174.5% | +36.7% | +137.8% | +145.9% |
| 3Y | +562.3% | +130.1% | +432.2% | +394.4% |
| 5Y | +463.9% | +89.5% | +374.5% | +341.6% |
| 10Y | +1,302.4% | +87.4% | +1,215.0% | +868.2% |
| All | +212.2% | +1,499.7% | -1,287.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling