+32.6%
NET vs CIEN
+353.4%
-320.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.3% | +6.7% | +1.2% |
| 7D | -16.4% | -25.0% | +8.7% | -6.0% |
| 30D | -25.8% | -30.1% | +4.3% | -15.3% |
| 3M | -11.5% | -33.8% | +22.3% | +1.4% |
| 6M | +18.9% | -49.4% | +68.4% | +47.3% |
| YTD | +35.2% | +16.4% | +18.8% | +0.7% |
| 1Y | +14.5% | +48.9% | -34.4% | -27.8% |
| 3Y | +313.8% | +520.1% | -206.3% | -17.4% |
| 5Y | +32.6% | +347.6% | -315.0% | -63.2% |
| All | +32.6% | +353.4% | -320.8% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling