+55.2%
HYG vs CIEN
+1,531.8%
-1,476.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.3% |
| 7D | -0.7% | +8.9% | -9.6% | -1.3% |
| 30D | -0.7% | -19.1% | +18.4% | +0.5% |
| 3M | -0.2% | -21.5% | +21.3% | +0.9% |
| 6M | +1.4% | +2.8% | -1.4% | -0.1% |
| YTD | +1.5% | +49.5% | -48.0% | -3.2% |
| 1Y | +2.9% | +163.8% | -160.9% | -6.4% |
| 3Y | +25.6% | +615.8% | -590.2% | +2.8% |
| 5Y | +18.6% | +548.4% | -529.8% | -3.5% |
| All | +55.2% | +1,531.8% | -1,476.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling