+255.4%
F vs CIEN
+177.9%
+77.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +5.3% | -15.2% | +20.5% | +7.8% |
| 30D | +4.6% | -21.5% | +26.1% | +7.9% |
| 3M | -3.7% | -40.1% | +36.4% | +2.6% |
| 6M | +16.8% | -6.6% | +23.4% | +15.0% |
| YTD | +15.3% | +37.3% | -22.0% | +6.4% |
| 1Y | +31.0% | +174.5% | -143.5% | +8.2% |
| 3Y | +45.4% | +562.3% | -516.8% | +2.0% |
| 5Y | +54.7% | +463.9% | -409.3% | +10.3% |
| 10Y | +98.2% | +1,302.4% | -1,204.1% | +21.0% |
| All | +255.4% | +177.9% | +77.4% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling