+45.4%
NU vs CIEN
+378.4%
-333.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -4.2% | +5.4% | -9.6% | -5.6% |
| 30D | +10.0% | -13.7% | +23.7% | +13.4% |
| 3M | +29.3% | -23.0% | +52.3% | +35.6% |
| 6M | +0.9% | -0.8% | +1.8% | -6.5% |
| YTD | -10.3% | +43.1% | -53.3% | -28.3% |
| 1Y | -3.2% | +157.6% | -160.8% | -39.2% |
| 3Y | +120.6% | +593.8% | -473.3% | -21.7% |
| All | +45.4% | +378.4% | -333.0% | -30.3% |
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