+16.8%
F vs CIEN
-5.4%
+22.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.3% |
| 3M | -3.7% | -40.1% | +36.4% | +1.6% |
| 6M | +16.8% | -6.6% | +23.4% | +14.6% |
| All | +16.8% | -5.4% | +22.2% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling