+456.3%
NOK vs CIEN
+192.6%
+263.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +9.3% | -4.6% | +13.9% | +10.5% |
| 30D | +17.9% | -12.8% | +30.7% | +21.7% |
| 3M | -22.3% | -23.1% | +0.8% | -17.0% |
| 6M | +36.4% | +6.1% | +30.3% | +33.0% |
| YTD | +66.3% | +44.5% | +21.8% | +48.7% |
| 1Y | +134.4% | +176.6% | -42.2% | +77.0% |
| 3Y | +186.6% | +601.0% | -414.4% | +62.9% |
| 5Y | +102.7% | +509.1% | -406.4% | +17.0% |
| 10Y | +129.8% | +1,460.5% | -1,330.7% | +1.5% |
| All | +456.3% | +192.6% | +263.7% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling