+327.1%
NET vs CIEN
+566.4%
-239.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -7.0% | -15.2% | +8.2% | -2.8% |
| 30D | -4.8% | -21.5% | +16.7% | +1.3% |
| 3M | +3.8% | -40.1% | +43.9% | +18.3% |
| 6M | +50.0% | -6.6% | +56.6% | +41.0% |
| YTD | +41.5% | +37.3% | +4.2% | +13.0% |
| 1Y | +32.8% | +174.5% | -141.7% | -21.0% |
| All | +327.1% | +566.4% | -239.3% | +39.7% |
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