+990.1%
CIEN vs Z
+4.8%
+985.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.0% |
| 7D | -9.3% | -6.5% | -2.9% | -8.3% |
| 30D | -39.5% | -0.1% | -39.4% | -40.0% |
| 3M | -29.8% | -14.1% | -15.7% | -28.9% |
| 6M | -50.4% | -30.1% | -20.3% | -48.1% |
| YTD | +16.3% | -57.5% | +73.9% | +33.2% |
| 1Y | +30.4% | -60.3% | +90.7% | +51.1% |
| 3Y | +516.6% | -21.0% | +537.6% | +507.6% |
| 5Y | +349.8% | -54.9% | +404.7% | +369.5% |
| 10Y | +1,184.7% | -16.0% | +1,200.7% | +925.1% |
| All | +990.1% | +4.8% | +985.3% | +717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling