+116.6%
CIEN vs WY
+224.1%
-107.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.4% |
| 7D | +15.3% | -0.8% | +16.1% | +15.7% |
| 30D | -22.0% | +10.1% | -32.1% | -27.1% |
| 3M | -36.6% | -15.4% | -21.3% | -32.6% |
| 6M | -51.5% | -8.3% | -43.2% | -51.1% |
| YTD | +20.0% | -9.8% | +29.8% | +20.5% |
| 1Y | +44.5% | -3.9% | +48.3% | +40.1% |
| 3Y | +539.0% | -23.3% | +562.4% | +579.7% |
| 5Y | +356.8% | -31.2% | +388.0% | +408.8% |
| 10Y | +1,190.4% | +5.5% | +1,184.9% | +887.4% |
| All | +116.6% | +224.1% | -107.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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