+50.1%
F vs CIEN
+574.2%
-524.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -1.0% |
| 7D | -2.1% | +8.7% | -10.9% | -3.0% |
| 30D | +3.3% | -26.9% | +30.2% | +5.8% |
| 3M | -11.3% | -23.6% | +12.3% | -10.1% |
| 6M | +5.3% | -49.1% | +54.4% | +11.5% |
| YTD | -2.2% | +26.6% | -28.8% | -9.0% |
| 1Y | -3.5% | +42.7% | -46.3% | -12.3% |
| All | +50.1% | +574.2% | -524.1% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling