-15.8%
F vs CIEN
+301.0%
-316.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.6% |
| 7D | +1.6% | -24.1% | +25.7% | +5.7% |
| 30D | +2.6% | -45.5% | +48.1% | +12.5% |
| 3M | -8.8% | -39.7% | +30.9% | -2.9% |
| 6M | +4.6% | -57.8% | +62.4% | +18.4% |
| YTD | -1.9% | +4.1% | -6.0% | -12.1% |
| 1Y | -0.8% | +20.8% | -21.6% | -15.2% |
| 3Y | +43.5% | +463.1% | -419.7% | -31.7% |
| All | -15.8% | +301.0% | -316.8% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling