+48.4%
NU vs CIEN
+388.0%
-339.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -1.9% |
| 7D | +6.0% | -5.3% | +11.3% | +7.2% |
| 30D | +10.8% | -17.2% | +28.0% | +15.4% |
| 3M | +32.2% | -26.9% | +59.0% | +40.7% |
| 6M | +5.1% | +16.0% | -10.9% | -7.7% |
| YTD | -8.4% | +45.9% | -54.4% | -27.2% |
| 1Y | +0.7% | +186.8% | -186.1% | -39.2% |
| 3Y | +125.1% | +607.8% | -482.7% | -20.5% |
| All | +48.4% | +388.0% | -339.6% | -29.3% |
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 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