+250.5%
NEM vs CIEN
+538.9%
-288.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | -6.4% | +15.3% | -21.7% | -8.5% |
| 30D | +1.4% | -22.0% | +23.4% | +4.5% |
| 3M | -0.7% | -36.6% | +35.9% | +5.2% |
| 6M | -4.5% | -51.5% | +47.0% | +4.7% |
| YTD | +14.0% | +20.0% | -5.9% | +7.0% |
| 1Y | +27.3% | +44.5% | -17.2% | +16.3% |
| 3Y | +250.5% | +539.0% | -288.5% | +141.2% |
| All | +250.5% | +538.9% | -288.4% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling