+463.1%
CIEN vs Z
-21.1%
+484.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.8% |
| 7D | -24.1% | -4.6% | -19.6% | -23.6% |
| 30D | -45.5% | +8.3% | -53.8% | -46.5% |
| 3M | -39.7% | -11.6% | -28.1% | -39.3% |
| 6M | -57.8% | -33.6% | -24.2% | -54.8% |
| YTD | +4.1% | -56.7% | +60.8% | +23.0% |
| 1Y | +20.8% | -59.1% | +79.9% | +44.9% |
| 3Y | +463.1% | -20.4% | +483.5% | +466.0% |
| All | +463.1% | -21.1% | +484.2% | +466.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling