+875.1%
CIEN vs Z
+6.9%
+868.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | -24.1% | -4.6% | -19.6% | -23.6% |
| 30D | -45.5% | +8.3% | -53.8% | -46.8% |
| 3M | -39.7% | -11.6% | -28.1% | -39.2% |
| 6M | -57.8% | -33.6% | -24.2% | -55.4% |
| YTD | +4.1% | -56.7% | +60.8% | +18.7% |
| 1Y | +20.8% | -59.1% | +79.9% | +39.3% |
| 3Y | +463.1% | -20.4% | +483.5% | +454.0% |
| 5Y | +302.3% | -55.3% | +357.6% | +320.4% |
| 10Y | +1,164.4% | -14.2% | +1,178.6% | +904.8% |
| All | +875.1% | +6.9% | +868.2% | +629.0% |
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 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