+51.1%
NEM vs CIEN
+49.1%
+2.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -9.3% | +19.2% | +11.7% |
| 7D | +3.7% | -25.0% | +28.7% | +9.5% |
| 30D | +2.0% | -30.1% | +32.1% | +8.5% |
| 3M | +21.1% | -33.8% | +54.9% | +29.4% |
| 6M | +9.5% | -49.4% | +59.0% | +23.6% |
| YTD | +19.1% | +16.4% | +2.6% | +0.6% |
| 1Y | +51.1% | +48.9% | +2.2% | +12.1% |
| All | +51.1% | +49.1% | +2.0% | +12.1% |
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