+25.6%
QQQ vs CIEN
+179.1%
-153.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.4% | -15.2% | +15.5% | +2.7% |
| 30D | +0.2% | -21.5% | +21.7% | +3.5% |
| 3M | -2.8% | -40.1% | +37.3% | +3.6% |
| 6M | +18.0% | -6.6% | +24.6% | +16.5% |
| YTD | +17.3% | +37.3% | -19.9% | +8.1% |
| 1Y | +25.6% | +174.5% | -149.0% | +1.8% |
| All | +25.6% | +179.1% | -153.5% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling