+31.0%
F vs CIEN
+179.1%
-148.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.4% |
| 7D | +5.3% | -15.2% | +20.5% | +6.5% |
| 30D | +4.6% | -21.5% | +26.1% | +6.2% |
| 3M | -3.7% | -40.1% | +36.4% | +0.4% |
| 6M | +16.8% | -6.6% | +23.4% | +16.4% |
| YTD | +15.3% | +37.3% | -22.0% | +10.8% |
| 1Y | +31.0% | +174.5% | -143.5% | +9.8% |
| All | +31.0% | +179.1% | -148.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling