+1.6%
HYG vs CIEN
+49.1%
-47.5%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.3% | +10.0% | +0.9% |
| 7D | -0.1% | -25.0% | +25.0% | +0.4% |
| 30D | +0.7% | -30.1% | +30.8% | +1.2% |
| 3M | -2.0% | -33.8% | +31.8% | -1.5% |
| 6M | -0.9% | -49.4% | +48.6% | 0.0% |
| YTD | +0.1% | +16.4% | -16.3% | -0.5% |
| 1Y | +1.6% | +48.9% | -47.3% | +0.5% |
| All | +1.6% | +49.1% | -47.5% | +0.5% |
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