+1,186.1%
CIEN vs Z
+25.1%
+1,161.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | -15.2% | -3.0% | -12.2% | -14.7% |
| 30D | -21.5% | -4.2% | -17.3% | -21.2% |
| 3M | -40.1% | -3.7% | -36.4% | -40.4% |
| 6M | -6.6% | -24.5% | +17.9% | -2.8% |
| YTD | +37.3% | -49.3% | +86.6% | +53.7% |
| 1Y | +174.5% | -58.7% | +233.2% | +218.9% |
| 3Y | +562.3% | -34.1% | +596.4% | +582.7% |
| 5Y | +463.9% | -64.5% | +528.5% | +511.5% |
| 10Y | +1,302.4% | -0.5% | +1,302.8% | +994.4% |
| All | +1,186.1% | +25.1% | +1,161.0% | +843.7% |
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