+138.6%
NOK vs CIEN
+1,531.8%
-1,393.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.5% | +0.3% | +3.3% |
| 7D | +11.0% | +8.9% | +2.1% | +8.0% |
| 30D | +7.8% | -19.1% | +26.9% | +15.1% |
| 3M | -21.0% | -21.5% | +0.5% | -14.8% |
| 6M | +40.9% | +2.8% | +38.1% | +38.1% |
| YTD | +72.0% | +49.5% | +22.6% | +48.4% |
| 1Y | +140.9% | +163.8% | -22.9% | +72.2% |
| 3Y | +194.3% | +615.8% | -421.6% | +38.5% |
| 5Y | +112.5% | +548.4% | -435.8% | +0.4% |
| All | +138.6% | +1,531.8% | -1,393.3% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling