+3,794.2%
NEE vs CIEN
+177.9%
+3,616.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | +1.9% | -15.2% | +17.1% | +2.7% |
| 30D | -2.2% | -21.5% | +19.3% | -1.2% |
| 3M | -1.2% | -40.1% | +38.9% | +0.8% |
| 6M | -8.6% | -6.6% | -2.0% | -8.9% |
| YTD | +6.2% | +37.3% | -31.1% | +3.7% |
| 1Y | +21.1% | +174.5% | -153.4% | +14.4% |
| 3Y | +36.4% | +562.3% | -525.9% | +22.2% |
| 5Y | +11.4% | +463.9% | -452.6% | 0.0% |
| 10Y | +250.0% | +1,302.4% | -1,052.4% | +200.5% |
| All | +3,794.2% | +177.9% | +3,616.2% | +3,033.3% |
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