+1,146.8%
CIEN vs Z
-16.5%
+1,163.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.0% | -5.2% |
| 7D | +15.3% | +0.8% | +14.4% | +15.1% |
| 30D | -22.0% | +5.2% | -27.2% | -23.3% |
| 3M | -36.6% | -17.0% | -19.6% | -35.3% |
| 6M | -51.5% | -22.7% | -28.8% | -50.2% |
| YTD | +20.0% | -56.3% | +76.3% | +36.9% |
| 1Y | +44.5% | -57.7% | +102.1% | +65.6% |
| 3Y | +539.0% | -16.5% | +555.6% | +522.8% |
| 5Y | +356.8% | -53.4% | +410.2% | +373.8% |
| All | +1,146.8% | -16.5% | +1,163.3% | +882.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling