+163.5%
CIEN vs ZBRA
+2,980.4%
-2,816.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.8% | +9.1% | +7.7% |
| 7D | -5.3% | +2.6% | -7.9% | -6.7% |
| 30D | -17.2% | -6.4% | -10.9% | -14.7% |
| 3M | -26.9% | +51.3% | -78.1% | -42.3% |
| 6M | +16.0% | +60.5% | -44.5% | -11.9% |
| YTD | +45.9% | +45.2% | +0.7% | +14.2% |
| 1Y | +186.8% | +12.3% | +174.5% | +153.5% |
| 3Y | +607.8% | +37.5% | +570.3% | +452.8% |
| 5Y | +506.7% | -39.2% | +545.9% | +575.0% |
| 10Y | +1,438.7% | +417.0% | +1,021.7% | +393.1% |
| All | +163.5% | +2,980.4% | -2,816.9% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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