+48.9%
CIEN vs Z
-54.2%
+103.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.4% | -18.7% | -7.2% |
| 7D | -25.0% | +10.2% | -35.2% | -23.1% |
| 30D | -30.1% | +23.7% | -53.8% | -27.1% |
| 3M | -33.8% | -6.6% | -27.2% | -33.4% |
| 6M | -49.4% | -23.0% | -26.4% | -46.8% |
| YTD | +16.4% | -50.3% | +66.7% | +24.9% |
| 1Y | +48.9% | -53.6% | +102.5% | +62.1% |
| All | +48.9% | -54.2% | +103.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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