+153.0%
HYG vs CIEN
+1,084.7%
-931.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.1% |
| 30D | -0.1% | -12.8% | +12.7% | +0.7% |
| 3M | +0.7% | -23.1% | +23.8% | +2.1% |
| 6M | +1.5% | +6.1% | -4.6% | -0.3% |
| YTD | +1.9% | +44.5% | -42.6% | -2.8% |
| 1Y | +3.7% | +176.6% | -172.9% | -6.5% |
| 3Y | +26.5% | +601.0% | -574.5% | +3.5% |
| 5Y | +19.0% | +509.1% | -490.2% | -2.7% |
| 10Y | +56.5% | +1,460.5% | -1,404.0% | +15.4% |
| All | +153.0% | +1,084.7% | -931.8% | +59.9% |
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